Journal Article
Microstructural biases in empirical tests of option pricing models
Patrick Dennis and Stewart Mayhew
Review of Derivatives Research, 2009, Volume 12, Number 3, Pages 169-191
Book Chapter
The Rise and Fall of the Quants
2008, Physicists on Wall Street and Other Essays on Science and Society, I, Pages 15-22
Book Chapter
Options
Philip Barker
2007, Java Methods for Financial Engineering, Pages 125-161
Book Chapter
Options
John B. Guerard and Eli Schwartz
2007, Quantitative Corporate Finance, Pages 393-414
Book Chapter
Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
Robert Anderson and Roberto Raimondo
Studies in Economic Theory, 1, Volume 25, Institutions, Equilibria and Efficiency, Pages 27-48
Book Chapter
Bachelier and Black-Scholes
Freddy Delbaen and Walter Schachermayer
Springer Finance, 2006, The Mathematics of Arbitrage, Part I, Pages 57-69
Book Chapter
Pricing Equity Options
Ravishankar Mateti
2009, Investment Management, 5, Pages 321-357
Journal Article
Non-parametric method for European option bounds
Hsuan-Chu Lin, Ren-Raw Chen and Oded Palmon
Review of Quantitative Finance and Accounting, 2012, Volume 38, Number 1, Pages 109-129
Reference Work Entry
Risks and Assets Pricing
Charles Tapiero
2006, Springer Handbook of Engineering Statistics, Part F, Pages 851-903
Book Chapter
Option Pricing
Stochastic Modelling and Applied Probability, 1, Volume 59, Stochastic Control of Hereditary Systems and Applications, Pages 293-331