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1. Closed form optimal exercise boundary of the American put option. (2021). Kitapbayev, Yerkin.
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2. Anticipation of takeovers in stock and options markets. (2015). Lung, Pei Peter ; Lallemand, Justin ; Liu, Dehong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:19-35.

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3. A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. (2013). Wu, Zhenyu ; Li, Xun ; Jin, Xing ; Tan, Hwee Huat.
   In: European Journal of Operational Research.
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4. How Does a Development Moratorium Affect Development Timing Choices and Land Values?. (2009). Lee, Tan ; Jou, Jyh-Bang.
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   RePEc:kap:jrefec:v:39:y:2009:i:3:p:301-315.

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5. Zero bound, option-implied PDFs, and term structure models. (2008). Kim, Don H..
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6. Recovering Probabilistic Information From Options Prices and the Underlying. (2007). Mizrach, Bruce.
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7. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
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8. An exact and explicit solution for the valuation of American put options. (2006). Zhu, Song-Ping.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:6:y:2006:i:3:p:229-242.

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9. Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles.. (2006). Brière, Marie.
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10. Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives. (2006). Schwartz, Eduardo S. ; Trolle, Anders B..
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11. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
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12. What do financial asset prices say about the housing market?. (2006). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
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13. The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting. (2005). Dai, Feng.
    In: Finance.
    RePEc:wpa:wuwpfi:0508012.

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14. Pricing American-Style Options By Simulation. (2005). Kind, Axel.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:19:y:2005:i:1:p:109-116.

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15. Year-end seasonality in one-month LIBOR derivatives. (2005). Neely, Christopher ; Winters, Drew B..
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16. Using implied volatility to measure uncertainty about interest rates. (2005). Neely, Christopher.
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17. Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options. (2005). Garcia, Philip ; Egelkraut, Thorsten M..
    In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
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18. Optimal Choice Models for Executing Time to American Options. (2004). Dai, Feng.
    In: Finance.
    RePEc:wpa:wuwpfi:0412016.

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19. DF STRUCTURE MODELS FOR OPTIONS PRICING. (2004). Dai, Feng.
    In: Finance.
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20. High-order accurate implicit finite difference method for evaluating American options. (2004). Mayo, A..
    In: The European Journal of Finance.
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21. The informational role of option trading volume in the S&P 500 futures options markets. (2004). Sarwar, Ghulam.
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22. Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?. (2004). Neely, Christopher.
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23. Alternative Market Structures for Derivatives. (2003). Bartram, Söhnke ; Fehle, Frank R..
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24. Monte Carlo Pricing of American Options Using Nonparametric Regression. (2003). Pizzi, Claudio ; Pellizzari, Paolo ; Claudio, Pizzi.
    In: Finance.
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25. Confined exponential approximations for the valuation of American options. (2003). Lee, Jong Woo ; Paxson, Dean.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:9:y:2003:i:5:p:449-474.

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26. The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield. (2003). Shackleton, Mark ; Chung, San-Lin.
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27. Evaluation of American Strangles. (2002). Ziogas, Andrew.
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28. When Did The Smart Money in Enron Lose Its Smirk?. (2002). Mizrach, Bruce.
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29. Understanding the Economic Value of Legal Covenants in Investment Contracts: A Real-Options Approach to Venture Equity Contracts. (2002). Saliasi, Entela ; Cossin, Didier ; Leleux, Benoit.
    In: Swiss Finance Institute Research Paper Series.
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30. Term Structure of Volatility and Price Jumps in Agricultural Markets - Evidence from Option Data. (2002). Koekebakker, Steen ; Lien, Gudbrand.
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31. Migration of Price Discovery With Constrained Futures Markets. (2001). Hall, Anthony ; Manaster, Steve ; Kofman, Paul.
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32. Implied volatility surfaces: uncovering regularities for options on financial futures. (2001). Tompkins, Robert G..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230.

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33. Extracting Risk-Neutral Probability Distributions from Option Prices Using Trading Volume as a Filter. (2001). Dupont, Dominique Y..
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34. Recovering risk aversion from options. (2001). Bliss, Robert R. ; Panigirtzoglou, Nikolaos.
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35. Laplace transforms and American options. (2000). Mallier, Roland ; Alobaidi, Ghada.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:7:y:2000:i:4:p:241-256.

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36. Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua.
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37. Option-Based Tests of Interest Rate Diffusion Functions. (1999). Rosenberg, Joshua.
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38. Empirical Tests of Interest Rate Model Pricing Kernels. (1999). Rosenberg, Joshua.
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39. Valuing the Futures Market Clearinghouses Default Exposure During the 1987 Crash. (1998). Craine, Roger ; Bates, David.
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40. Post-87 Crash Fears in S&P 500 Futures Options. (1997). Bates, David S..
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41. Information systems for risk management. (1997). Gibson, Michael S..
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42. Predicting premature exercise of an American put on stocks: theory and empirical evidence. (1996). Marc Chesney, Jean Lefoll, .
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43. Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options. (1996). Thomas W. Miller, Jr., .
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44. The sovereignty option: the Quebec referendum and market views on the Canadian dollar. (1996). Thomas, Charles ; Leahy, Michael P..
    In: International Finance Discussion Papers.
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45. Options and volatility. (1996). Nandi, Saikat ; Abken, Peter A..
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46. Recent Advances in Numerical Methods for Pricing Derivative Securities. (1996). Detemple, Jerome ; Broadie, Mark.
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47. Opportunity cost and prudentiality : an analysis of futures clearinghouse behavior. (1994). FRANCE, Virginia G. ; Baer, Herbert L..
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48. Forecasting volatility in commodity markets. (1993). Claessens, Stijn ; KRONER, Kenneth F. ; Kneafsey, Devin P. ; De C, .
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49. War and peace: recovering the markets probability distribution of crude oil futures prices during the Gulf crisis. (1992). Thomas, Charles ; Melick, Will.
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50. Have large banks become riskier? recent evidence from option markets. (1991). Levonian, Mark E..
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