An expanded model for the valuation of employee stock options.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 713, doi. 10.1002/fut.20375
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 8
Results: 5
1
2
Options on normal underlyings with an application to the pricing of survivor swaptions.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 757, doi. 10.1002/fut.20378
- By:
- Publication type:
- Article
3
Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 736, doi. 10.1002/fut.20379
- By:
- Publication type:
- Article
4
A brighter future with lower transactions costs?
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 775, doi. 10.1002/fut.20381
- By:
- Publication type:
- Article
5
Empirical evidence on the dependence of credit default swaps and equity prices.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 695, doi. 10.1002/fut.20382
- By:
- Publication type:
- Article