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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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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

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

Lacey, Nelson J., Assistant Professor of Finance University of Massachusetts, Amherst Donald R. Chambers, Associate Professor of Finance, Rochester Institute of Technology, The Investigation Of A Systematic Prepayment Option In Gnma Futures, Review of Futures Markets, Vol: 0004, Issue 003

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

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

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

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

Chang, Rosita P., University of Hawaii; Rhee, S. Ghon Rhee, University of Hawaii; Yoshikawa, Masahiro, Japan Securities Research Institute (Osaka), The Effects Of Conversion From American- To European-Style Options On Price Discovery Process Of Nikkei 225 Index, Research Symposium Proceedings, Vol: 2000, Issue 001

Hans R. Stoll, Hans R., Proessor of Finance Vanderbilt University; Whaley, Robert E., Associate Professor of Finance Duke University, Futures And Options On Stock Indexes: Economic Purpose, Arbitrage, And Market Structure, Review of Futures Markets, Vol: 0007, Issue 002

McNew, Kevin, Assistant Professor, Department of Agricultural and Resource Economics, University of Maryland, Testing The Success Of The Iowa Corn Yield Contract, Research Symposium Proceedings, Vol: 1996, Issue 001

Swidler, Steven, Assistant Professor of Finance, University of Wisconsin-Milwaukee; Zivney, Terry L, Assistant Professor of Fina, An Empirical Analysis Of The Early Exercise Premium, Review of Futures Markets, Vol: 0006, Issue 001

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

Pan, Fung-Shine, Ph.D. Candidate University of California, Berkeley; Hoag, James W., Assistant Professor of Finance University of California, Berkeley, The Pricing Of Gn Ma Futures Using Dealer Quotations And Spot Transactions, Review of Futures Markets, Vol: 0003, Issue 003

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

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

Warshawsky, Mark, Economist, Board of Governors of the Federal Reserve System, The Adequacy And Consistency Of Margin Requirements: The Cash, Futures, And Options Segments Of The Equity Market, Review of Futures Markets, Vol: 0008, Issue 003

Donders, Monique W.M.; Vorst, Ton C.F., Trading Volume, Open Interest And Liquidity In Stock Options Around Earnings Announcements, European Futures Research Symposium, Vol: 0008, Issue 001

Corrado, Charles J., Department of Finance University of Missouri - Columbia, General Purpose, Semi-Parametric Option Pricing Formulas, Research Symposium Proceedings, Vol: 1999, Issue 001

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

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