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Option Pricing: Theory and Applications.
0 references·6 citing·20 second hop
Option Pricing: Theory and Applications. (1984)Option Pricing: Theory and Applications.Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach (2001)Estimating Implied PDFs From …The efficiency of stock and options markets: tests based on 1992 UK election opinion polls (1994)The efficiency of stock and o…Payment Risk, Network Risk, and the Role of the Fed (1990)Payment Risk, Network Risk, a…An Empirical Examination of the Pricing of American Put Options (1988)An Empirical Examination of t…An option pricing approach to bonus policy. In memoriam Anthony P. Limb (1987)An option pricing approach to…The Forecasting Performance of Stock Options On the London Traded Options Market (1986)The Forecasting Performance o…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Option pricing when underlying stock returns are discontinuous (1976)Retrieving risk neutral densities based on risk neutral moments through a Gram–Charlier series expansion (2007)The hidden martingale restriction in Gram‐Charlier option prices (2007)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Volatility forecasting in the framework of the option expiry cycle (1999)STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES (1976)The information content of option prices and a test of market efficiency (1978)FORECASTING VOLATILITY FOR PORTFOLIO SELECTION (1996)Forecasting Volatility:Evidence from the German Stock Market (2001)Using neural network for forecasting TXO price under different volatility models (2011)Option pricing: A simplified approach (1979)Valuation of American options on foreign currency (1987)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Board of Governors of the Federal Reserve System (2001)Theory of rational option pricing (2005)A hidden Markov regime-switching model for option valuation (2010)
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Cited by

  • 1986The Forecasting Performance of Stock Options On the London Traded Options Market46 cited
  • 1987An option pricing approach to bonus policy. In memoriam Anthony P. Limb39 cited
  • 2001Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach36 cited
  • 1994The efficiency of stock and options markets: tests based on 1992 UK election opinion polls33 cited
  • 1988An Empirical Examination of the Pricing of American Put Options27 cited
  • 1990Payment Risk, Network Risk, and the Role of the Fed25 cited

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