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1. Essays on real options : Triopoly dynamics, disconnected investment regions, and multiple investment options. (2024). Faninam, Farzan.
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2. Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian.
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3. Valuing American options using multi-step rebate options. (2024). Lee, Minha ; Ha, Hongjun.
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4. Implied volatility surfaces: a comprehensive analysis using half a billion option prices. (2023). Ulrich, Maxim ; Zimmer, Lukas ; Merbecks, Constantin.
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5. A stock options metaphor for content delivery networks. (2022). Hadjiefthymiades, Stathes ; Vathias, Elias.
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7. Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters. (2022). Deswal, Komal ; Kumar, Devendra.
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8. American option pricing: Optimal Lattice models and multidimensional efficiency tests. (2021). Shang, Qianru ; Byrne, Brian.
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9. A stock options metaphor for content delivery networks. (2021). Hadjiefthymiades, Stathes ; Vathias, Elias.
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10. Oil jump risk. (2020). Ebrahimi, Nima ; Pirrong, Craig.
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11. Near Exact Calculation of American Options. (2020). Simozar, Saied.
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12. Valuing American-style options under the CEV model: an integral representation based method. (2020). Dias, Jose Carlos ; Cruz, Aricson.
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13. A Quasi-Closed-Form Solution for the Valuation of American Put Options. (2020). Viegas, Cristina ; Azevedo-Pereira, Jose.
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    In: Physica A: Statistical Mechanics and its Applications.
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16. New generation grain contracts in corn and soybean commodity markets. (2020). Wang, Zhiguang ; Elliott, Matthew ; Te, Chad.
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17. On the dual risk model with diffusion under a mixed dividend strategy. (2020). Liu, Zhang ; Hu, Yijun ; Chen, Ping.
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18. Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy. (2020). Iwaszczuk, Natalia ; Lamasz, Bartosz.
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19. On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options. (2019). Mathys, Ludovic.
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20. THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS. (2018). Li, Weiping ; Chen, SU.
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21. On the methods of pricing American options: case study. (2018). Aksoy, Umit ; Uur, Omur ; Aydoan, Burcu.
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22. Pricing the American options using the Black–Scholes pricing formula. (2018). Alghalith, Moawia.
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23. Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains. (2016). Ligato, Simone ; Giribone, Pier Giuseppe.
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24. Considering real options in short-term decision making. (2016). Crasselt, Nils ; Lohmann, Christian.
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25. Integral representation of vega for American put options. (2016). Zhang, Ning ; Cui, Zhenyu ; Liu, Yanchu.
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26. An improved method for pricing and hedging long dated American options. (2016). Fabozzi, Frank ; Paletta, Tommaso ; Stanescu, Silvia ; Tunaru, Radu.
    In: European Journal of Operational Research.
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27. Local Volatility Models in Commodity Markets and Online Calibration. (2016). Albani, Vinicius ; Ascher, Uri M ; Zubelli, Jorge P.
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28. Demand Uncertainty, Development Timing and Leasehold Land Valuation: Empirical Testing of Real Options in Residential Real Estate Development. (2014). Yao, Huimin ; Pretorius, Frederik.
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29. Optimal Exercise for Derivative Securities. (2014). Detemple, Jerome.
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30. A simple iterative method for the valuation of American options. (2013). Kim, Kyeong Tae ; Jang, Bong-Gyu.
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31. Pricing and static hedging of American-style options under the jump to default extended CEV model. (2013). Vidal Nunes, João Pedro, ; Dias, Jose Carlos ; Ruas, Joo Pedro.
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32. A Framework for Extracting the Probability of Default from Stock Option Prices. (2012). Vinogradov, Dmitri ; Constantinou, Nick ; Takeyama, Azusa.
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33. Biofuel from Jatropha curcas: Environmental sustainability and option value. (2012). Fontini, Fulvio ; Basili, Marcello.
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34. Error estimates for finite difference approximations of American put option price. (2011). Vsivska, David.
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35. On the valuation of American exchange options: an analytical approximation. (2010). Andrikopoulos, Andreas.
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36. A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes. (2010). Li, Minqiang.
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37. Analytical approximations for the critical stock prices of American options: a performance comparison. (2010). Li, Minqiang.
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38. Tight bounds on American option prices. (2010). Chung, San-Lin ; Wang, Jr-Yan.
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39. A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes. (2009). Li, Minqiang.
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40. Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison. (2009). Li, Minqiang.
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41. Recovering Probabilistic Information From Options Prices and the Underlying. (2007). Mizrach, Bruce.
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42. A Monte Carlo approach for the American put under stochastic interest rates. (2007). Lund, Arne-Christian ; Lindset, Snorre.
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43. American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach. (2006). Ziogas, Andrew.
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44. The Enron Bankruptcy: When did the options market in Enron lose it’s smirk?. (2006). Mizrach, Bruce.
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45. Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts. (2006). Mittnik, Stefan ; Mizrach, Bruce ; Haas, Markus.
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46. Real options for risk management in petroleum development investments. (2006). Shokhor, S. ; Chorn, L. G..
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47. Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts. (2004). Mittnik, Stefan ; Haas, Markus.
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48. Confined exponential approximations for the valuation of American options. (2003). Lee, Jong Woo ; Paxson, Dean.
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49. When Did The Smart Money in Enron Lose Its Smirk?. (2002). Mizrach, Bruce.
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50. Opciones, cobertura y procesos de difusión con saltos: Una aplicación a los títulos de Gcarso. (2001). Venegas-Martínez, Francisco ; Martinez, Francisco Venegas.
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51. A class of options with stochastic lives and an extension of the Black-Scholes formula. (1996). Jennergren, Peter L. ; Naslund, Bertil .
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52. Recent Advances in Numerical Methods for Pricing Derivative Securities. (1996). Detemple, Jerome ; Broadie, Mark.
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