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Advances in futures and options research : a research annual
NBER working paper series
389
Working paper / National Bureau of Economic Research, Inc.
327
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
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84
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
2
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
3
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
Saved in:
4
A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps
El Karoui, Nicole
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 47-64
Persistent link: https://www.econbiz.de/10001193405
Saved in:
5
An analysis of Spanish convertible bonds
Fernández, Pablo
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 367-392
Persistent link: https://www.econbiz.de/10001145820
Saved in:
6
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
7
Pricing fixed rate mortgages : a new approach
Diz, Fernando
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 237-261
Persistent link: https://www.econbiz.de/10001145841
Saved in:
8
Equilibrium pricing functions of foreign exchange forward, futures, and option contracts
Puri, Tribhuvan N.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 217-235
Persistent link: https://www.econbiz.de/10001145842
Saved in:
9
The default risk structure of interest rates : the case of coupon debt
Smith, William Steven
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 193-215
Persistent link: https://www.econbiz.de/10001145843
Saved in:
10
Valuation of default-risky interest-rate swaps
Abken, Peter A.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 93-116
Persistent link: https://www.econbiz.de/10001145851
Saved in:
11
A multifactor option pricing model
Okunev, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 67-80
Persistent link: https://www.econbiz.de/10001145852
Saved in:
12
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
13
The relative mispricing of American calls under alternative dividend models
Chen, David M.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 15-43
Persistent link: https://www.econbiz.de/10001145855
Saved in:
14
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
15
A valuation of the CRB futures contract : theory and evidence
Harpaz, Giora
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 323-334
Persistent link: https://www.econbiz.de/10001123280
Saved in:
16
Biases and profit opportunities in warrant markets
Lauterbach, Beni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 255-266
Persistent link: https://www.econbiz.de/10001123284
Saved in:
17
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
Saved in:
18
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
Saved in:
19
A test of rational expectations in the index options market
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 137-147
Persistent link: https://www.econbiz.de/10001123292
Saved in:
20
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
Saved in:
21
A simple time-varying binomial model for the valuation of interest rate-contingent claims
Ronn, Ehud I.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 89-111
Persistent link: https://www.econbiz.de/10001123294
Saved in:
22
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
Saved in:
23
Option pricing and asset returns in discrete time
Page, Frank H.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 31-48
Persistent link: https://www.econbiz.de/10001123297
Saved in:
24
On the theory of perfect hedging
Omberg, Edward
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 1-29
Persistent link: https://www.econbiz.de/10001123298
Saved in:
25
Distribution of prices for commodity futures
Homaifar, Ghassem
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 253-264
Persistent link: https://www.econbiz.de/10001101726
Saved in:
26
Early exercise of foreign currency options : determinants of American premium and the critical exchange rate
Fabozzi, Frank J.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 219-236
Persistent link: https://www.econbiz.de/10001101731
Saved in:
27
The predictive ability of stock prices implied in option premia
Kumar, Raman
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 165-176
Persistent link: https://www.econbiz.de/10001101735
Saved in:
28
A real-options application in natural-resource investments
Trigeorgis, Lenos
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 153-164
Persistent link: https://www.econbiz.de/10001101736
Saved in:
29
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
30
Pricing options on multiple assets
Cheyette, Oren
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 69-81
Persistent link: https://www.econbiz.de/10001101742
Saved in:
31
Valuation of tandem options
Blazenko, George W.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 39-49
Persistent link: https://www.econbiz.de/10001101745
Saved in:
32
Abandonment value and project life
Myers, Stewart C.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 1-21
Persistent link: https://www.econbiz.de/10001101748
Saved in:
33
A further investigation of the risk-return relation for commodity futures
Park, Hun Y.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 357-377
Persistent link: https://www.econbiz.de/10001081712
Saved in:
34
Default spreads in the fixed and in the floating interest rate markets : a contingent claims approach
Cooper, Ian
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 269-289
Persistent link: https://www.econbiz.de/10001081726
Saved in:
35
Evaluation of government subsidies to large-scale energy projects : a contingent claims approach
Mason, Scott P.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 169-181
Persistent link: https://www.econbiz.de/10001081731
Saved in:
36
Capital budgeting using contingent claims analysis : a tutorial
Ritchken, Peter H.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 119-143
Persistent link: https://www.econbiz.de/10001081734
Saved in:
37
On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
Saved in:
38
The Cox-Ross-Rubinstein option-pricing model for alternative underlying instruments
Meisner, James F.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 263-278
Persistent link: https://www.econbiz.de/10001081769
Saved in:
39
Implied parameter estimation in contingent claim models
Kalaba, Robert E.
(
contributor
)
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 65-95
Persistent link: https://www.econbiz.de/10001081786
Saved in:
40
Relative pricing of currency options : a tutorial
Gadkari, Vilas
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 227-245
Persistent link: https://www.econbiz.de/10001339363
Saved in:
41
An analysis of the pricing of corporate warrants
Ferri, Michael G.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 201-226
Persistent link: https://www.econbiz.de/10001339364
Saved in:
42
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Saved in:
43
Empirical tests of the pricing of index call options
Chance, Don M.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 141-166
Persistent link: https://www.econbiz.de/10001339368
Saved in:
44
Analytic approximation for the American put option
MacMillan, Lionel W.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 119-139
Persistent link: https://www.econbiz.de/10001339369
Saved in:
45
An empirical examination of the T-bond futures (call) options markets under conditions of constant and changing variance rates
Merville, Larry J.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 89-118
Persistent link: https://www.econbiz.de/10001339370
Saved in:
46
Transactions data tests of minimum prices and put-call parity for treasurybond futures options
Jordan, James V.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 63-87
Persistent link: https://www.econbiz.de/10001339371
Saved in:
47
New option instruments : arbitrageable linkages and valuation
Stoll, Hans R.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 25-62
Persistent link: https://www.econbiz.de/10001339372
Saved in:
48
The arbitrage-free pricing of options on interest-sensitive instruments
Bookstaber, Richard M.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 1-23
Persistent link: https://www.econbiz.de/10001339373
Saved in:
49
Risk premia and the variation of stock index futures
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 215-234
Persistent link: https://www.econbiz.de/10001339376
Saved in:
50
Cash futures pricing and hedge ratios
Lady, George M.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 137-152
Persistent link: https://www.econbiz.de/10001339380
Saved in:
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