-
1
-
-
0000516159
-
Prices for state-contingent-claims: Some estimates and applications
-
Banz, R.W. and M.H. Miller, 1978, "Prices for State-Contingent-Claims: Some Estimates and Applications," Journal of Business (October), 653-672.
-
(1978)
Journal of Business
, Issue.OCTOBER
, pp. 653-672
-
-
Banz, R.W.1
Miller, M.H.2
-
2
-
-
0039933553
-
The reorder point as an option on future sales
-
St. Louis, MO.
-
Becker, M., 1994, "The Reorder Point as an Option on Future Sales," paper presented at the International Symposium on Cash, Treasury and Working Capital Management (October), St. Louis, MO.
-
(1994)
International Symposium on Cash, Treasury and Working Capital Management
, Issue.OCTOBER
-
-
Becker, M.1
-
3
-
-
0039613741
-
Empirical evidence on the corporate use of derivatives
-
Berkman, H. and M.E. Bradbury, 1996, "Empirical Evidence on the Corporate Use of Derivatives," Financial Management (Summer), 5-13.
-
(1996)
Financial Management
, Issue.SUMMER
, pp. 5-13
-
-
Berkman, H.1
Bradbury, M.E.2
-
4
-
-
84959674840
-
A lattice framework for options pricing when there are two state variables
-
Boyle, P.P., 1988, "A Lattice Framework for Options Pricing When There Are Two State Variables," Journal of Financial and Quantitative Analysis (March), 1-12.
-
(1988)
Journal of Financial and Quantitative Analysis
, Issue.MARCH
, pp. 1-12
-
-
Boyle, P.P.1
-
5
-
-
0000532793
-
Numerical evaluation of multivariate contingent-claims
-
Boyle, P.P., J. Evnine, and S. Gibbs, 1989, "Numerical Evaluation of Multivariate Contingent-Claims," Review of Financial Studies (Summer), 241-250.
-
(1989)
Review of Financial Studies
, Issue.SUMMER
, pp. 241-250
-
-
Boyle, P.P.1
Evnine, J.2
Gibbs, S.3
-
6
-
-
0000516158
-
Prices of state-contingent claims implicit in option prices
-
Breeden, D.T. and R.H. Litzenberger, 1978, "Prices of State-Contingent Claims Implicit in Option Prices," Journal of Business (October), 621-651.
-
(1978)
Journal of Business
, Issue.OCTOBER
, pp. 621-651
-
-
Breeden, D.T.1
Litzenberger, R.H.2
-
7
-
-
0003860801
-
-
Homewood, IL, Business One Irwin
-
Buffa, E.S. and J.G. Miller, 1979, Production-Inventory Systems: Planning and Control, 3rd ed., Homewood, IL, Business One Irwin.
-
(1979)
Production-inventory Systems: Planning and Control, 3rd Ed.
-
-
Buffa, E.S.1
Miller, J.G.2
-
8
-
-
0006470103
-
-
Fort Worth, TX, Dryden Press
-
Chance, D.M., 1995, An Introduction to Derivatives, 3rd ed., Fort Worth, TX, Dryden Press.
-
(1995)
An Introduction to Derivatives, 3rd Ed.
-
-
Chance, D.M.1
-
9
-
-
84987550764
-
Inventory decisions under demand uncertainty: A contingent claims approach
-
Chung, K.H., 1990, "Inventory Decisions Under Demand Uncertainty: A Contingent Claims Approach," Financial Review (November), 623-640.
-
(1990)
Financial Review
, Issue.NOVEMBER
, pp. 623-640
-
-
Chung, K.H.1
-
10
-
-
0039924402
-
Comment on John E. Gilster, Jr. 'option pricing theory: Is 'Risk-Free' hedging feasible?'
-
Gastineau, G., 1997, "Comment on John E. Gilster, Jr. 'Option Pricing Theory: Is 'Risk-Free' Hedging Feasible?'" Financial Management (Spring), 109-113.
-
(1997)
Financial Management
, Issue.SPRING
, pp. 109-113
-
-
Gastineau, G.1
-
11
-
-
0031477005
-
Option pricing theory: Is 'Risk-Free' hedging feasible?
-
Gilster, J.E. Jr., 1997, "Option Pricing Theory: Is 'Risk-Free' Hedging Feasible?" Financial Management (Spring), 91-105.
-
(1997)
Financial Management
, Issue.SPRING
, pp. 91-105
-
-
Gilster J.E., Jr.1
-
12
-
-
0004183635
-
-
Upper Saddle River, NJ, Prentice-Hall
-
Hull, J.C., 1995, Introduction to Futures and Options Markets, 2nd ed., Upper Saddle River, NJ, Prentice-Hall.
-
(1995)
Introduction to Futures and Options Markets, 2nd Ed.
-
-
Hull, J.C.1
-
14
-
-
0031479520
-
Review of John E. Gilster, Jr. 'option pricing theory: Is 'Risk-Free' hedging feasible?'
-
Jarrow, R., 1997, "Review of John E. Gilster, Jr. 'Option Pricing Theory: Is 'Risk-Free' Hedging Feasible?'" Financial Management (Spring), 106-108.
-
(1997)
Financial Management
, Issue.SPRING
, pp. 106-108
-
-
Jarrow, R.1
-
15
-
-
84986754913
-
Inventory management under uncertainty: A financial theory for the transactions motive
-
Kim, Y.H. and K.H. Chung, 1989, "Inventory Management Under Uncertainty: A Financial Theory for the Transactions Motive," Managerial and Decision Economics (December), 291-298.
-
(1989)
Managerial and Decision Economics
, Issue.DECEMBER
, pp. 291-298
-
-
Kim, Y.H.1
Chung, K.H.2
-
16
-
-
0040153412
-
Valuing finite-maturity investment-timing options
-
Lee, M.H., 1997, "Valuing Finite-Maturity Investment-Timing Options," Financial Management (Summer), 58-66.
-
(1997)
Financial Management
, Issue.SUMMER
, pp. 58-66
-
-
Lee, M.H.1
-
18
-
-
21844499608
-
NPV and the investment timing option
-
Ross, S., 1995, "NPV and the Investment Timing Option," Financial Management (Autumn), 96-102.
-
(1995)
Financial Management
, Issue.AUTUMN
, pp. 96-102
-
-
Ross, S.1
-
19
-
-
0003707265
-
-
Englewood Cliffs, NJ, Prentice-Hall, Inc.
-
Starr, M.K. and D.W. Miller, 1962, Inventory Control: Theory and Practice, Englewood Cliffs, NJ, Prentice-Hall, Inc.
-
(1962)
Inventory Control: Theory and Practice
-
-
Starr, M.K.1
Miller, D.W.2
-
21
-
-
21344498048
-
Real options and interactions with financial flexibility
-
Trigeorgis, L., 1993, "Real Options and Interactions with Financial Flexibility," Financial Management (Autumn), 202-224.
-
(1993)
Financial Management
, Issue.AUTUMN
, pp. 202-224
-
-
Trigeorgis, L.1
|