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Option prices and the underlying asset's return distribution
Grundy, Bruce D. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1045-1069
Persistent link: https://www.econbiz.de/10001110297
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On the stochastic nature of the stock price variance rate and strike price bias in option pricing
Merville, Larry J. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 1-24
Persistent link: https://www.econbiz.de/10001112447
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A quick algorithm for pricing European average options
Turnbull, Stuart M. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 377-389
Persistent link: https://www.econbiz.de/10001113530
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A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10001113534
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Path dependent options : the case of lookback options
Conze, Antoine - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1893-1907
Persistent link: https://www.econbiz.de/10001115508
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A review of option-pricing theory in accounting research
Cheung, Joseph K. - In: Journal of accounting literature : the official journal … 10 (1991), pp. 51-84
Persistent link: https://www.econbiz.de/10001122453
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Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
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Static optimization of American contingent claims
Welch, Robert L. - In: Advances in futures and options research : a research annual 5 (1991), pp. 175-184
Persistent link: https://www.econbiz.de/10001123290
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Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O. - In: Advances in futures and options research : a research annual 5 (1991), pp. 113-135
Persistent link: https://www.econbiz.de/10001123293
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Option valuation : an extension of the binomial model
Levy, Haim - In: Advances in futures and options research : a research annual 5 (1991), pp. 49-69
Persistent link: https://www.econbiz.de/10001123296