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There are 27364 results for: content related to: A Note on the Convergence of Binomial-Pricing and Compound-Option Models

  1. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02319.x

  2. 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

  3. DISCUSSION

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 595–596,

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02191.x

  4. Regulation, Regulatory Lag, and the Use of Futures Markets

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 405–418, ROBERT W. KOLB, ROGER A. MORIN and GERALD D. GAY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02246.x

  5. Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviations of Stock Returns

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1353–1365, BIPIN B. AJINKYA and MICHAEL J. GIFT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02387.x

  6. Term Structure Movements and Pricing Interest Rate Contingent Claims

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1011–1029, THOMAS S. Y. HO and SANG-BIN LEE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02528.x

  7. Option Pricing and Replication with Transactions Costs

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02383.x

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    The Pricing of Options on Assets with Stochastic Volatilities

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 281–300, JOHN HULL and ALAN WHITE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02568.x

  9. The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Comment

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 551–556, EDWIN J. ELTON, MARTIN J. GRUBER and JOEL RENTZLER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02328.x

  10. A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent-Claims Approach

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1141–1148, CHUN H. LAM and ANDREW H. CHEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02536.x

  11. An Exact Bond Option Formula

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 205–209, FARSHID JAMSHIDIAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02413.x

  12. Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1105–1113, ROBERT JARROW

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02198.x

  13. On Option Pricing Bounds

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1219–1233, PETER H. RITCHKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02373.x

  14. The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model

    Journal of Futures Markets

    Volume 22, Issue 6, June 2002, Pages: 557–577, Hsuan-Chi Chen, David M. Chen and San-Lin Chung

    Article first published online : 3 APR 2002, DOI: 10.1002/fut.10023

  15. Tests of Two Models for Valuing Call Options on Stocks with Dividends

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1229–1237, WILLIAM STERK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03614.x

  16. Positively Weighted Frontier Portfolios: A Note

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Page: 471, LARS TYGE NIELSEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02579.x

  17. Efficient Analytic Approximation of American Option Values

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 301–320, GIOVANNI BARONE-ADESI and ROBERT E. WHALEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02569.x

  18. Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 553–565, SHYAM SUNDER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02187.x

  19. Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 1–17, STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02401.x

  20. An Empirical Analysis of the Role of the Medium of Exchange in Mergers

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 813–826, WILLARD T. CARLETON, DAVID K. GUILKEY, ROBERT S. HARRIS and JOHN F. STEWART

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02503.x