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There are 7841053 results for: content related to: Book Reviews

  1. Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1181–1209, BENI LAUTERBACH and PAUL SCHULTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02432.x

  2. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  3. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  4. Implied Volatility Functions: Empirical Tests

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2059–2106, Bernard Dumas, Jeff Fleming and Robert E. Whaley

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00083

  5. On Valuing American Call Options with the Black-Scholes European Formula

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 443–455, ROBERT GESKE and RICHARD ROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02319.x

  6. Derivative Pricing 60 Years before Black–Scholes: Evidence from the Johannesburg Stock Exchange

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 3069–3098, LYNDON MOORE and STEVE JUH

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01012.x

  7. On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 155–173, CLIFFORD A. BALL and WALTER N. TOROUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04942.x

  8. Expected Option Returns

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 983–1009, Joshua D. Coval and Tyler Shumway

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00352

  9. Tests of the Black-Scholes and Cox Call Option Valuation Models

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 285–301, JAMES D. MACBETH and LARRY J. MERVILLE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02157.x

  10. A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 851–889, JAMES M. HUTCHINSON, ANDREW W. LO and TOMASO POGGIO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00081.x

  11. Time-Dependent Variance and the Pricing of Bond Options

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1113–1128, STEPHEN M. SCHAEFER and EDUARDO S. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04356.x

  12. SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES

    Journal of Financial Research

    Volume 19, Issue 2, Summer 1996, Pages: 175–192, Charles J. Corrado and Tie Su

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00592.x

  13. Option Valuation with Systematic Stochastic Volatility

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 881–910, KAUSHIK I. AMIN and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04023.x

  14. A Simple Nonparametric Approach to Derivative Security Valuation

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1633–1652, MICHAEL STUTZER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05220.x

  15. Option prices and pricing theory: combining financial mathematics with statistical modeling

    Wiley Interdisciplinary Reviews: Computational Statistics

    Volume 3, Issue 6, November/December 2011, Pages: 566–576, Ling Chen, Tze Leung Lai and Tiong Wee Lim

    Version of Record online : 9 AUG 2011, DOI: 10.1002/wics.186

  16. The Black–Scholes Formula and Its Applications in Finance

    Standard Article

    Wiley StatsRef: Statistics Reference Online

    Masaaki Kijima and Yukio Muromachi

    Published Online : 29 SEP 2014, DOI: 10.1002/9781118445112.stat02698

  17. Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 103–124, Dong Woo Rhee, Suk Joon Byun and Sol Kim

    Version of Record online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01066.x

  18. Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 455–480, MARK RUBINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04967.x

  19. Option Pricing and Replication with Transactions Costs

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1283–1301, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02383.x

  20. The Black–Scholes Formula and Its Applications in Finance

    Standard Article

    Encyclopedia of Statistical Sciences

    Masaaki Kijima and Yukio Muromachi

    Published Online : 14 JAN 2011, DOI: 10.1002/0471667196.ess7145