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The following articles match your search specification.  By default, Articles are shown in list or Citation format. To retrieve an article in Citation view click on the title.  Click on the Thumbnail button to view preview images.  To retrieve an article in Thumbnail view click on its preview image.  In Thumbnail view click the Citations button to return to Citation view.  Articles are held as PDF documents, to install see: Download Adobe Reader.

 

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Koop, Dwight, Vice President, Staley Commodities International, Inc., Pricing Options: Variations On The Black-Scholes Model, Review of Futures Markets, Vol: 0005, Issue 001

RUBINSTEIN, MARK, University of California at Berkeley, Implied Binomial Trees, Research Symposium Proceedings, Vol: 1995, Issue 002

Followill, Richard A., Assistant Professor of Finance, Appalachian State University, Relative Call Futures Option Pricing: An Examination Of Market Efficiency, Review of Futures Markets, Vol: 0006, Issue 003

Figlewski, Stephen, Professor of Finance, New York University, Arbitrage-Based Pricing Of Stock Index Options, Review of Futures Markets, Vol: 0007, Issue 002

Randolph William Lewis, Assistant Professor of Finance, Old Dominion University; Gilster, John E. , Jr., Associate Professor of Finance Michigan State University, Modeling Futures Options: The State-Variable Issue, Review of Futures Markets, Vol: 0007, Issue 002

Duan , Jin-Chuan, Department of Finance, Hong Kong University of Science and Technology; Zhang, Hua, Department of Finance, Chin, Pricing Hang Seng Index Options Around The Asian Financial Crisis - A Garch Approach, Research Symposium Proceedings, Vol: 2000, Issue 001

Dumas, Bernard, Professor of Finance, HEC School of Management, Research Professor of Finance, Fuqua School of Business, Duke University, NBER Research Auocuic and CEPR Program Director; Fleming, Jeff, Assistant Professor of Administrative Science, Jones Graduaic School of Administration, Rice University; Whaley, Robert E., T. Austin Finch Foundation Professor of Business Administration, Fuqua School of Business, Duke University., Implied Volatility Functions: Empirical Tests, Research Symposium Proceedings, Vol: 1995, Issue 002

Follain, James R., Professor of Economics Syracuse University; Park, Hun Y, Associate Professor of Finance University of Illinois at Urbana-Champaign, Hedging The Interest Rate Risk Of Mortgages With Prepayment Options, Review of Futures Markets, Vol: 0008, Issue 001

Bookstaber, Richard M., Associate Professor of Finance Brigham Young University; McDonald, James B., Professor of Economics Brigham Young University, A Generalized Option Valuation Model For The Pricing Of Bond Options, Review of Futures Markets, Vol: 0004, Issue 001

Tan, H. J, Ph.D. Candidate, Department of Accounting and Finance, University of Glasgow; Dickinson, John R, Dean and Professor of Accountancy, Faculty of Law and Financial Studies, University of Glasgow, Tests Of Options Market Efficiency: A Study Of The European Options Exchange, Review of Futures Markets, Vol: 0009, Issue 003

Hodges, Stewart D., Professor of Financial Management, University of Warwick; Neuberger, Anthony, Lecturer in Finance, London Business School, Optimal Replication Of Contingent Claims Under Transactions Costs, Review of Futures Markets, Vol: 0008, Issue 002

Guo, Dajiang, Department of Economics, University of Guelph, Guelph, Ontario, The Risk Premium Of Volatility Implicit In Currency Options, Research Symposium Proceedings, Vol: 1996, Issue 001

Griinbichler, Andreas, UCLA; Longstaff, Francis A., UCLA, Valuing Futures And Options On Volatility, Research Symposium Proceedings, Vol: 1994, Issue 001

Dawson, Paul, Granville & Co. Limited, London; , Gordon, City University Business School, London, Returns To Market-Making On The London Traded Options Market, Review of Futures Markets, Vol: 0009, Issue 003

Jackwerth, Jens Carsten and Rubinstein, Mark, University of California, Berkeley, Implied Binomial Trees: Empirical Analysis, Research Symposium Proceedings, Vol: 1995, Issue 002

Sheldon, Randall E., Manager Agricultural Group Chicago Board of Trade, Options Contracts, Review of Futures Markets, Vol: 0003, Issue 002

Langowski, Larry, Senior Economist Market and Product Developement, Chicago Board of Trade, The Special Informational Content Of 'At-The-Money' Options Trading Volume: Evidence From Cbot Treasury Bond Futures Options, Research Symposium Proceedings, Vol: 1998, Issue 002

Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0005, Issue 001

Danielsen, Bartley R., DePaul University Department of Finance, Why Do Option Introductions Depress Stock Prices? Heterogeneous Beliefs, Market-Maker Hedging, And Short Sales, Research Symposium Proceedings, Vol: 1999, Issue 001

Sherrick, Bruce J., Assistant Professor of Agricultural Economics, University of Illinois at Urbana-Champaign; Irwin, Scott H., Associate Professor of Agricultural Economics, The Ohio State University; Forster, D. Lynn, Professor of Agricultural Economics, The Ohio State University, Expected Soybean Futures Price Distributions: Option-Based Assessments, Review of Futures Markets, Vol: 0009, Issue 002

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