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Option Volatility & Pricing: Advanced Trading Strategies and Techniques
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Option Volatility & Pricing: Advanced Trading Strategies and Techniques (1988)Option Volatility & Pricing: Advanced Tra…Real options analysis of abatement investments for sulphur emission control compliance (2019)Real options analysis of abat…Estimating the Option Value of managed lanes (2018)Estimating the Option Value o…An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (2010)An approximate distribution o…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Applied Welfare Economics with Discrete Choice Models (1981)Economic Valuation with Stated Preference Techniques: a Manual (2002)Corporate financing and investment decisions when firms have information that investors do not have (1984)Investment under Uncertainty (1994)
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  • 2019Real options analysis of abatement investments for sulphur emission control compliance29 cited
  • 2010An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs21 cited
  • 2018Estimating the Option Value of managed lanes4 cited

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