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There are 12413 results for: content related to: The Finite Moment Log Stable Process and Option Pricing

  1. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  2. Optimal Decentralized Investment Management

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1849–1895, JULES H. Van BINSBERGEN, MICHAEL W. BRANDT and RALPH S. J. KOIJEN

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01376.x

  3. Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1609–1645, Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00162

  4. Asset Price Dynamics and Infrequent Feedback Trades

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1747–1766, PIERLUIGI BALDUZZI, GIUSEPPE BERTOLA and SILVERIO FORESI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05196.x

  5. On Contingent Claims that Insure Ex-post Optimal Stock Market Timing

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 401–413, M. BARRY GOLDMAN, HOWARD B. SOSIN and LAWRENCE A. SHEPP

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02102.x

  6. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  7. LEASING, BUYING, AND THE COST OF CAPITAL SERVICES

    The Journal of Finance

    Volume 31, Issue 3, June 1976, Pages: 761–786, MERTON H. MILLER and CHARLES W. UPTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01922.x

  8. Relative Pricing of Eurodollar Futures and Forward Contracts

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1499–1522, MARK GRINBLATT and NARASIMHAN JEGADEESH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04077.x

  9. The Meaning of Internal Rates of Return

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 1011–1021, ROBERT DORFMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01072.x

  10. Anti-Diversification or Optimal Programmes for Infrequently Revised Portfolios

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 505–516, M. BARRY GOLDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02116.x

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    Effect of permeability anisotropy on buoyancy-driven flow for CO2 sequestration in saline aquifers

    Water Resources Research

    Volume 48, Issue 9, September 2012, Philip Cheng, Michael Bestehorn and Abbas Firoozabadi

    Version of Record online : 22 SEP 2012, DOI: 10.1029/2012WR011939

  12. Ex Ante Bond Returns and the Liquidity Preference Hypothesis

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 1153–1167, Jacob Boudoukh, Matthew Richardson, Tom Smith and Robert F. Whitelaw

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00140

  13. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 987–1019, HAYNE E. LELAND and KLAUS BJERRE TOFT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  14. A semi-implicit, semi-Lagrangian discontinuous Galerkin framework for adaptive numerical weather prediction

    Quarterly Journal of the Royal Meteorological Society

    Volume 141, Issue 692, October 2015 Part A, Pages: 2582–2601, Giovanni Tumolo and Luca Bonaventura

    Version of Record online : 9 MAY 2015, DOI: 10.1002/qj.2544

  15. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  16. Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 623–654, David A. Marshall and Nayan G. Parekh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00119

  17. ASSET LEASING IN COMPETITIVE CAPITAL MARKETS

    The Journal of Finance

    Volume 31, Issue 3, June 1976, Pages: 787–798, Wilbur G. Lewellen, Michael S. Long and John J. McConnell

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01923.x

  18. THE VALUE OF CALL DEFERMENT ON A BOND: SOME EMPIRICAL RESULTS

    The Journal of Finance

    Volume 22, Issue 4, December 1967, Pages: 623–636, Gordon Pye

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1967.tb00297.x

  19. Financial Theory and Taxation in an Inflationary World: Some Public Policy Issues

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 347–369, ROBERT S. HAMADA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02097.x

  20. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x