2

Implied Binomial Trees with Cubic Spline Smoothing

Year:
2015
Language:
english
File:
PDF, 1.47 MB
english, 2015
3

A flexible binomial option pricing model

Year:
1999
Language:
english
File:
PDF, 829 KB
english, 1999
5

The Model-Free Implied Volatility and Its Information Content

Year:
2005
Language:
english
File:
PDF, 312 KB
english, 2005
6

Extracting Risk-Neutral Density and Its Moments from American Option Prices

Year:
2011
Language:
english
File:
PDF, 1.09 MB
english, 2011
7

Pricing Complex Barrier Options under General Diffusion Processes

Year:
1999
Language:
english
File:
PDF, 179 KB
english, 1999
8

A reexamination of portfolio insurance: The use of index put options

Year:
1996
Language:
english
File:
PDF, 1.16 MB
english, 1996
9

Duration measures, immunization, and utility maximization

Year:
1993
Language:
english
File:
PDF, 1.05 MB
english, 1993
10

Efficiency in index options markets and trading in stock baskets

Year:
2001
Language:
english
File:
PDF, 168 KB
english, 2001
12

Extracting Model-Free Volatility from Option Prices

Year:
2007
Language:
english
File:
PDF, 2.32 MB
english, 2007
13

A trinomial option pricing model dependent on skewness and kurtosis

Year:
1998
Language:
english
File:
PDF, 741 KB
english, 1998
14

Optimal bond trading and the tax-timing option in Canada

Year:
1996
Language:
english
File:
PDF, 658 KB
english, 1996
16

Director networks and initial public offerings

Year:
2019
Language:
english
File:
PDF, 706 KB
english, 2019
17

A random walk down the options market

Year:
2012
Language:
english
File:
PDF, 399 KB
english, 2012
18

A modified lattice approach to option pricing

Year:
1993
Language:
english
File:
PDF, 809 KB
english, 1993
19

Misreaction or misspecification? A re-examination of volatility anomalies

Year:
2010
Language:
english
File:
PDF, 494 KB
english, 2010
20

Too much of a good incentive? The case of executive stock options

Year:
2004
Language:
english
File:
PDF, 264 KB
english, 2004
23

Indexed executive stock options

Year:
2000
Language:
english
File:
PDF, 269 KB
english, 2000
24

Optimal Bond Trading with Tax Clienteles: A Discrete-Time Dynamic Trading Model

Year:
1996
Language:
english
File:
PDF, 1.21 MB
english, 1996
30

Option Expensing and Managerial Equity Incentives

Year:
2009
Language:
english
File:
PDF, 270 KB
english, 2009
31

SUBORDINATED BINOMIAL OPTION PRICING

Year:
2006
Language:
english
File:
PDF, 237 KB
english, 2006
32

Chromatin remodeling complex in Treg function

Year:
2009
Language:
english
File:
PDF, 135 KB
english, 2009
37

Executive compensation and the corporate spin-off decision

Year:
2015
Language:
english
File:
PDF, 637 KB
english, 2015
41

The Model-Free Implied Volatility and Its Information Content

Year:
2005
Language:
english
File:
PDF, 1.23 MB
english, 2005
43

Managerial gaming of stock and option grants

Year:
2017
Language:
english
File:
PDF, 361 KB
english, 2017
46

Executive Compensation and Corporate Fraud

Year:
2003
Language:
english
File:
PDF, 186 KB
english, 2003
47

Implied Binomial Trees with Cubic Spline Smoothing

Year:
2012
Language:
english
File:
PDF, 217 KB
english, 2012
49

Executive Compensation and the Corporate Spin-Off Decision

Year:
2011
Language:
english
File:
PDF, 149 KB
english, 2011