An autoregressive conditional binomial option pricing model

Interest rate swaps An option pricing approach

Yu, B.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 94-86) / BLDSC - Britis...

Efficient binomial methods for option valuation and hedging The case of American currency options and warrants

Chang, C

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX186007 / BLDSC - British Library D...

Optimal valuation of options under transaction costs

Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1508(99-08) / BLDSC - British Li...

The consitent pricing of interest rate options

Kuan, Chia-Hsuan

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN057530 / BLDSC - British Library ...

A nonstandard approach to option pricing

Cutland, N.
Kopp, E.
Willinger, W
Hull Univ. (United Kingdom). School of Mathematics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:5406.34(v.3 pt.16) / BLDSC - British...

Bayesian analysis of the Black-Scholes option price

Darsinos, T.
Satchell, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(0102) / BLDSC - British Libr...

Option pricing with transaction costs using a Markov chain approximation

Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(01/03) / BLDSC - British Li...

Option pricing with transaction costs

Panas, V.G

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:DX189083 / BLDSC - British Library D...

Application of option pricing theory to R&D

Newton, D.P
Manchester Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.712(MBS-WP--237) / BLDSC - Brit...

Option pricing with a dividend general equilibrium model

Tzavalis, E.
Chourdakis, K.M.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9265(no 425) / BLDSC - British L...

Option pricing with a quadratic diffusion term

Rady, S
London School of Economics (United Kingdom). Financial Markets Group

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--226) / BLDSC - ...

Two topics in option pricing

Guichard, R.S.H.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN033505 / BLDSC - British Library D...

Option pricing under alternative regime switching specifications

Chourdakis, Kyriakos

January 2002

Available from British Library Document Supply Centre- DSC:DXN059258 / BLDSC - British Library Docum...

Pricing options on real distributions

Reiss, Arie

January 2001

Available from British Library Document Supply Centre- DSC:DXN062418 / BLDSC - British Library Docum...

Modelling exchange rates in continuous time Estimation and option pricing

Perraudin, W.
Soerensen, B
London Univ. (United Kingdom). Institute for Financial Research

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.164(LU-IFR-WP--10) / BLDSC - Bri...

Interest rate swaps An option pricing approach

Yu, B.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 94-86) / BLDSC - Britis...

Efficient binomial methods for option valuation and hedging The case of American currency options and warrants

Chang, C

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX186007 / BLDSC - British Library D...

Optimal valuation of options under transaction costs

Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1508(99-08) / BLDSC - British Li...

The consitent pricing of interest rate options

Kuan, Chia-Hsuan

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN057530 / BLDSC - British Library ...

A nonstandard approach to option pricing

Cutland, N.
Kopp, E.
Willinger, W
Hull Univ. (United Kingdom). School of Mathematics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:5406.34(v.3 pt.16) / BLDSC - British...

Bayesian analysis of the Black-Scholes option price

Darsinos, T.
Satchell, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(0102) / BLDSC - British Libr...

Option pricing with transaction costs using a Markov chain approximation

Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(01/03) / BLDSC - British Li...

Option pricing with transaction costs

Panas, V.G

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:DX189083 / BLDSC - British Library D...

Application of option pricing theory to R&D

Newton, D.P
Manchester Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.712(MBS-WP--237) / BLDSC - Brit...

Option pricing with a dividend general equilibrium model

Tzavalis, E.
Chourdakis, K.M.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9265(no 425) / BLDSC - British L...

Option pricing with a quadratic diffusion term

Rady, S
London School of Economics (United Kingdom). Financial Markets Group

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--226) / BLDSC - ...

Two topics in option pricing

Guichard, R.S.H.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN033505 / BLDSC - British Library D...

Option pricing under alternative regime switching specifications

Chourdakis, Kyriakos

January 2002

Available from British Library Document Supply Centre- DSC:DXN059258 / BLDSC - British Library Docum...

Pricing options on real distributions

Reiss, Arie

January 2001

Available from British Library Document Supply Centre- DSC:DXN062418 / BLDSC - British Library Docum...

Modelling exchange rates in continuous time Estimation and option pricing

Perraudin, W.
Soerensen, B
London Univ. (United Kingdom). Institute for Financial Research

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.164(LU-IFR-WP--10) / BLDSC - Bri...

Interest rate swaps An option pricing approach

Yu, B.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 94-86) / BLDSC - Britis...

Efficient binomial methods for option valuation and hedging The case of American currency options and warrants

Chang, C

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX186007 / BLDSC - British Library D...

Optimal valuation of options under transaction costs

Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1508(99-08) / BLDSC - British Li...

An autoregressive conditional binomial option pricing model

Abstract

Extracted data

An autoregressive conditional binomial option pricing model

Abstract

Extracted data

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