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1. Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk. (2015). Christoffersen, Peter ; Karoui, Mehdi ; Fournier, Mathieu ; Jacobs, Kris.
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2. The Modigliani-Miller Theorems: A Cornerstone of Finance. (2005). Pagano, Marco.
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3. A real options approach to tender offers and acquisitions processes. (2003). Dapena, Jose ; Fidalgo, Santiago.
   In: CEMA Working Papers: Serie Documentos de Trabajo..
   RePEc:cem:doctra:232.

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4. The Valuation of Corporate Liabilities: Theory and Tests. (2002). Ericsson, Jan ; Reneby, Joel.
   In: SSE/EFI Working Paper Series in Economics and Finance.
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5. The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model. (2001). Niehaus, Frank.
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6. Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate. (2001). Rzepkowski, Bronka .
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7. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
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8. Bayesian Analysis of the Black-Scholes Option Price. (2001). Darsinos, Theofanis ; Satchell, S..
   In: Cambridge Working Papers in Economics.
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9. A SIMPLE OPTION PRICING MODEL WITH HETEROGENEOUS AGENTS. (2000). Niehaus, Frank.
   In: Computing in Economics and Finance 2000.
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10. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
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11. Margin requirements, margin loans, and margin rates: practice and principles. (2000). Fortune, Peter.
    In: New England Economic Review.
    RePEc:fip:fedbne:y:2000:i:sep:p:19-44.

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12. The Expectations of Hong Kong Dollar Devaluation and Their Determinants. (2000). Rzepkowski, Bronka .
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13. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1999). Wei, Shang-Jin ; Kim, Jungshik .
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14. Executive Compensation: Six Questions that Need Answering. (1999). Kaplan, David ; Abowd, John.
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15. Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives. (1999). Hartzell, Jay C. ; Hallman, Greg .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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16. Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; hedi, Hachani ; Kallal, Hedi .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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17. Arbitrage and Viability in Securities Markets with Fixed Trading Costs. (1999). NAPP, Clotilde ; Jouini, Elyès ; Kallal, Hedi .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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18. Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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19. Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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20. Continuous Time Equilibrium Pricing of Nonredundant Assets. (1999). NAPP, Clotilde ; Jouini, Elyès.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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21. The Valuation of American Barrier Options Using the Decomposition Technique. (1999). B. Gao J. Huang, .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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22. Product mix and earnings volatility at commercial banks: evidence from a degree of leverage model. (1999). Deyoung, Robert ; Roland, Karin P..
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23. Extracting market expectations from option prices: case studies in Japanese option markets. (1999). Shiratsuka, Shigenori ; Nakamura, Hisashi.
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24. Evaluating the forecasts of risk models. (1999). Berkowitz, Jeremy.
    In: Finance and Economics Discussion Series.
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25. Efficiency in index options markets and trading in stock baskets. (1999). Ackert, Lucy ; Tian, Yisong S..
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26. Pricing Derivatives the Martingale Way.. (1998). Pierre Collin Dufresne William Keirstead, ; Ross, Michael P..
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27. Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne.
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28. Bank Capital and Portfolio Management: The 1930s Capital Crunch and Scramble to Shed Risk. (1998). Calomiris, Charles ; Calormiris, Charles W. ; Wilson, Berry.
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29. Investment Ramifications of Distortionary Tax Subsidies. (1998). Hines, James.
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30. Valuing the Futures Market Clearinghouses Default Exposure During the 1987 Crash. (1998). Craine, Roger ; Bates, David.
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31. A Direct Approach to Arbitrage-Free Pricing of Derivatives. (1998). Das, Sanjiv ; Sundaram, Rangarajan K..
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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32. An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming. (1998). Chidambaran, N. K. ; Trigueros, Joaguin R. ; Lee, Chi-Wen Jevons .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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33. Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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34. The FDICIA and bank CEOs pay-performance relationship: an empirical investigation. (1998). Yan, Ying.
    In: Working Papers (Old Series).
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35. Preference-free option pricing with path-dependent volatility: A closed-form approach. (1998). Heston, Steven L. ; Nandi, Saikat.
    In: FRB Atlanta Working Paper.
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36. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1997). Wei, Shang-Jin ; Kim, Jungshik .
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37. Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model. (1997). Lo, Andrew ; Kogan, Leonid ; Bertsimas, Dimitris.
    In: NBER Working Papers.
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38. Average Interest. (1997). Das, Sanjiv ; Chacko, George.
    In: NBER Working Papers.
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39. Heterogeneous Information Arrival and Option Pricing. (1997). Ncube, Mthuli ; Asea, Patrick K..
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40. Post-87 Crash Fears in S&P 500 Futures Options. (1997). Bates, David S..
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41. A closed-form GARCH option pricing model. (1997). Heston, Steven L. ; Nandi, Saikat.
    In: FRB Atlanta Working Paper.
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42. Numerical analysis of strategic contingent claims models. (1997). Anderson, Ronald W. ; Tu, Cheng.
    In: LIDAM Discussion Papers IRES.
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43. Implied risk-neutral probability density functions from option prices: theory and application. (1997). Bahra, Bhupinder.
    In: Bank of England working papers.
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44. Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies.. (1996). Leland, Hayne.
    In: Research Program in Finance Working Papers.
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45. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing. (1996). Zin, Stanley ; Foresi, Silverio .
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46. Investor Reaction to Salient News in Closed-End Country Funds. (1996). Lamont, Owen ; Wizman, Thierry A. ; Klibanoff, Peter.
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47. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices. (1995). Lo, Andrew ; Ait-Sahalia, Yacine.
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48. Nonparametric Pricing of Interest Rate Derivative Securities. (1995). Ait-Sahalia, Yacine.
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49. The Exchange Rate Under Target Zones. (). Vajanne, Laura.
    In: ETLA A.
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50. Short-term options with stochastic volatility: Estimation and empirical performance. (). Fiorentini, Gabriele ; Rubio, Gonzalo ; Angel León, .
    In: Studies on the Spanish Economy.
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