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There are 28724 results for: content related to: On Option Pricing Bounds

  1. Option Bounds with Finite Revision Opportunities

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 301–308, PETER H. RITCHKEN and SHYANJAW KUO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03940.x

  2. Option Pricing for Multinomial Stock Returns in Diffusion and Mixed Processes

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 10, Issue 1, March 1993, Pages: 68–82, Stylianos Perrakis

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1993.tb00015.x

  3. Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1407–1437, GEORGE M. CONSTANTINIDES, MICHAL CZERWONKO, JENS CARSTEN JACKWERTH and STYLIANOS PERRAKIS

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01665.x

  4. Options on Thinly Traded Stocks: Theory and Empirical Evidence

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 11, Issue 2, June 1994, Pages: 24–42, Stylianos Perrakis and Peter J. Ryan

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1994.tb00052.x

  5. Transactions Costs and Option Bid/Ask Spread on the Swiss Options and Financial Futures Exchange (SOFFEX)

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 12, Issue 4, December 1995, Pages: 276–289, Jean Lefoll and Stylianos Perrakis

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1995.tb00090.x

  6. Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1197–1217, HAIM LEVY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02372.x

  7. Option Pricing Bounds in Discrete Time

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 519–525, STYLIANOS PERRAKIS and PETER J. RYAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02324.x

  8. Asymmetric Information and the Signalling Role of the Basis on the Winnipeg Commodity Exchange

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 16, Issue 3, September 1999, Pages: 202–212, Nabil Khoury and Stylianos Perrakis

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1999.tb00196.x

  9. Option Pricing Bounds: Synthesis And Extension

    Journal of Financial Research

    Volume 26, Issue 2, June 2003, Pages: 149–164, Ricardo J. Rodriguez

    Article first published online : 14 MAY 2003, DOI: 10.1111/1475-6803.00051

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    Bayesian inference for transportation origin–destination matrices: the Poisson–inverse Gaussian and other Poisson mixtures

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 178, Issue 1, January 2015, Pages: 271–296, Konstantinos Perrakis, Dimitris Karlis, Mario Cools and Davy Janssens

    Article first published online : 30 APR 2014, DOI: 10.1111/rssa.12057

  11. Stochastic dominance arguments and the bounding of the generalized concave option price

    Journal of Futures Markets

    Volume 18, Issue 6, September 1998, Pages: 629–670, Claude Henin and Nathalie Pistre

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199809)18:6<629::AID-FUT2>3.0.CO;2-M

  12. ARP/wARP and molecular replacement

    Acta Crystallographica Section D

    Volume 57, Issue 10, October 2001, Pages: 1445–1450, Anastassis Perrakis, Maria Harkiolaki, Keith S. Wilson and Victor S. Lamzin

    DOI: 10.1107/S0907444901014007

  13. Low pressure versus standard pressure pneumoperitoneum in laparoscopic cholecystectomy

    Intervention Review

    The Cochrane Library

    Kurinchi Selvan Gurusamy, Jessica Vaughan and Brian R Davidson

    Published Online : 18 MAR 2014, DOI: 10.1002/14651858.CD006930.pub3

  14. Protein microcrystals and the design of a microdiffractometer: current experience and plans at EMBL and ESRF/ID13

    Acta Crystallographica Section D

    Volume 55, Issue 10, October 1999, Pages: 1765–1770, Anastassis Perrakis, Florent Cipriani, Jean-Charles Castagna, Laurent Claustre, Manfred Burghammer, Christian Riekel and Stephen Cusack

    DOI: 10.1107/S0907444999009348

  15. Improving macromolecular atomic models at moderate resolution by automated iterative model building, statistical density modification and refinement

    Acta Crystallographica Section D

    Volume 59, Issue 7, July 2003, Pages: 1174–1182, Thomas C. Terwilliger

    DOI: 10.1107/S0907444903009922

  16. Accelerated X-ray Structure Elucidation of a 36 kDa Muramidase/Transglycosylase Using wARP

    Acta Crystallographica Section D

    Volume 54, Issue 1, January 1998, Pages: 58–73, Erik J. Van Asselt, Anastassis Perrakis, Kor H. Kalk, Victor S. Lamzin and Bauke W. Dijkstra

    DOI: 10.1107/S0907444997010330

  17. Asymmetric information in commodity futures markets: Theory and empirical evidence

    Journal of Futures Markets

    Volume 18, Issue 7, October 1998, Pages: 803–825, Stylianos Perrakis and Nabil Khoury

    Article first published online : 12 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199810)18:7<803::AID-FUT3>3.0.CO;2-#

  18. ARP/wARP and molecular replacement: the next generation

    Acta Crystallographica Section D

    Volume 64, Issue 1, January 2008, Pages: 49–60, Serge X. Cohen, Marouane Ben Jelloul, Fei Long, Alexei Vagin, Puck Knipscheer, Joyce Lebbink, Titia K. Sixma, Victor S. Lamzin, Garib N. Murshudov and Anastassis Perrakis

    DOI: 10.1107/S0907444907047580

  19. Breaking good resolutions with ARP/wARP

    Journal of Synchrotron Radiation

    Volume 11, Issue 1, 1 January 2004, Pages: 56–59, Richard J. Morris, Petrus H. Zwart, Serge Cohen, Francisco J. Fernandez, Mattheos Kakaris, Olga Kirillova, Clemens Vonrhein, Anastassis Perrakis and Victor S. Lamzin

    DOI: 10.1107/S090904950302394X

  20. A Comparison of Two Algorithms for Electron-Density Map Improvement by Introduction of Atomicity: Skeletonization, and Map Sorting Followed by Refinement

    Acta Crystallographica Section D

    Volume 54, Issue 1, January 1998, Pages: 81–85, F. M. D. Vellieux

    DOI: 10.1107/S0907444997008081