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	Currency carry trade regimes: Beyond the Fama regression [My Copy] Journal of International Money and Finance, Vol. 28, No. 8. (16 December 2009), pp. 1375-1389. by Richard Clarida, Josh Davis, Niels Pedersen posted to vol uip stops options fx by RobHayward on 2009-11-30 09:34:28 as
	Managing Strategic Adaptation: Options in Administrative Systems Design [My Copy] Interfaces, Vol. 14, No. 1. (1984), pp. 34-46. by Balaji S. Chakravarthy, Peter Lorange posted to systems strategic options managing design administrative adaptation by derchao on 2009-10-05 11:09:47 as
	Sunk costs, uncertainty and market exit: A real options perspective [My Copy] Ind Corp Change, Vol. 18, No. 5. (1 October 2009), pp. 807-833. by Jonathan O'Brien, Timothy Folta posted to uncertainty sunk real perspective options market exit costs by derchao on 2009-09-27 17:07:00 as
	Markovian Projection Onto a Heston Model [My Copy] Social Science Research Network Working Paper Series (28 June 2007) by Alexandre Antonov, Timur Misirpashaev, Vladimir Piterbarg posted to volatility stochastic spread shifted projection options model markovian lemma index heston gyongy basket by holygrail on 2009-09-18 21:32:43 as
	Efficient Simulation of the Wishart Model [My Copy] Social Science Research Network Working Paper Series (17 September 2009) by Pierre Gauthier, Dylan Possamai posted to wishart volatility stochastic scheme random options multifactor model matrix heston equity discretization by holygrail on 2009-09-18 21:26:01 as
	Efficient Simulation of the Double Heston Model [My Copy] Social Science Research Network Working Paper Series (18 July 2009) by Pierre Gauthier, Dylan Possamai posted to volatility stochastic scheme options model heston function equity double discretization characteristic by holygrail on 2009-09-18 21:23:27 as
	Efficient Simulation of the Wishart Model [My Copy] Social Science Research Network Working Paper Series (17 September 2009) by Pierre Gauthier, Dylan Possamai posted to wishart volatility stochastic scheme random options multifactor model matrix heston equity discretization by tsubaspike on 2009-09-17 16:12:14 as
	The Pricing of Options and Corporate Liabilities [My Copy] Journal of Political Economy, Vol. 81, No. 3. (1 January 1973), 637. by Fischer Black, Myron Scholes posted to sentiment options option finance by RobHayward on 2009-09-11 09:58:40 as
	Efficient Simulation of the Double Heston Model [My Copy] Social Science Research Network Working Paper Series (18 July 2009) by Pierre Gauthier, Dylan Possamai posted to volatility stochastic scheme options model heston function equity double discretization characteristic by tsubaspike on 2009-08-14 17:07:49 as
	The Options Trader's Workbook: A Problem-Solving Approach: A Problem Solving Approach [My Copy] (28 January 2009) by Jeff Augen posted to options problem-solving trading by Scis0000002 on 2009-07-16 10:48:01 as
	Policy options for responding to the growing challenge from obesity in the United Kingdom [My Copy] Obesity Reviews, Vol. 8, No. s2. (2007), pp. 109-115. by L. Mohebati, T. Lobstein, E. Millstone, M. Jacobs posted to obesity options policy by rasyedah on 2009-05-29 05:35:44 as
	Mapping public policy options responding to obesity: the case of Spain [My Copy] Obesity Reviews, Vol. 8, No. s2. (2007), pp. 99-108. by L. I. González-Zapata, R. Ortiz-Moncada, C. Alvarez-Dardet posted to mappinh options policy by rasyedah on 2009-05-28 02:53:18 as
	Is There Information in the Volatility Skew? [My Copy] Social Science Research Network Working Paper Series (17 January 2006) by James S. Doran, David R. Peterson, Brian C. Tarrant posted to crash options otm skew surface volatility by gi0rgi0ne on 2009-05-04 10:21:43 as
	The Crash of '87: Was It Expected? The Evidence from Options Markets [My Copy] The Journal of Finance, Vol. 46, No. 3. (1991), pp. 1009-1044. by David S. Bates posted to crash econometrics finance options by gi0rgi0ne on 2009-05-01 16:18:23 as
	GLOBIO3: A Framework to Investigate Options for Reducing Global Terrestrial Biodiversity Loss [My Copy] Ecosystems by Rob Alkemade, Mark van Oorschot, Lera Miles, Christian Nellemann, Michel Bakkenes, Ben Ten~brink posted to - areas biodiversity bioenergy change climate forestry fragmentation infrastructure land-use msa nitrogen options policy protected by iwagner on 2009-04-02 17:27:34 as along with 3 people and 1 group Scis0000002 wcmc Flit biodiversity_conservation
	Options, Futures, and Other Derivatives (5th Edition) [My Copy] (03 July 2002) by John C. Hull posted to derivatives financialengineering futures options by lcigler on 2009-02-20 08:40:34 as along with 3 people darcy202 vincent joeionnojitsu
	Meticillin resistant Staphylococcus aureus in the hospital [My Copy] BMJ, Vol. 338, No. feb12_1. (12 February 2009), b364. by Jan Kluytmans, Marc Struelens posted to mrsa options therapeutic by josepnr on 2009-02-17 08:24:08 as along with 1 person Scis0000002
	Mispricing of S&P 500 Index Options [My Copy] Social Science Research Network Working Paper Series (24 February 2005) by George M. Constantinides, Jens C. Jackwerth, Stylianos Perrakis posted to finance mispricing neoclassic options utility by gi0rgi0ne on 2009-01-04 18:31:57 as
	The Pricing of Options and Corporate Liabilities [My Copy] The Journal of Political Economy, Vol. 81, No. 3. (1973), pp. 637-654. by Fischer Black, Myron Scholes posted to black-scholes options original by gi0rgi0ne on 2008-12-04 13:45:37 as along with 20 people and 2 groups xaai larskaiser mdengler yanshanxiao snax brian klouie carneym homeizhang kokoro1981 joeionnojitsu wreckademik syoyo danfcook alexv trivial81 chris_gpu KenM skheller quianominorleo Glimcher_Lab GPGPU
	Theory of Rational Option Pricing [My Copy] The Bell Journal of Economics and Management Science, Vol. 4, No. 1. (1973), pp. 141-183. by Robert C. Merton posted to black-scholes options original by gi0rgi0ne on 2008-12-04 13:44:04 as along with 1 person skheller
	Capabilities as Real Options [My Copy] Organization Science, Vol. 12, No. 6. (2001), pp. 744-758. by Bruce Kogut, Nalin Kulatilaka posted to capabilities options real by derchao on 2008-12-03 10:15:00 as
	Hedging strategy for a portfolio of options and stocks with linear programming [My Copy] Applied Mathematics and Computation, Vol. 199, No. 2. (01 June 2008), pp. 804-810. by M. Horasanli posted to options by sacke on 2008-10-05 20:28:50 as
	Informed Trading in Stock and Option Markets [My Copy] The Journal of Finance, Vol. 59, No. 3. (2004), pp. 1235-1257. by Sugato Chakravarty, Huseyin Gulen, Stewart Mayhew posted to markets options prices securities stock studies trading by yanshanxiao on 2008-09-24 00:49:23 as
	Information Effects on the Bid-Ask Spread [My Copy] The Journal of Finance, Vol. 38, No. 5. (1983), pp. 1457-1469. by Thomas E. Copeland, Dan Galai posted to asked bid call dealers insider-trading models options price put securities spread studies trading by yanshanxiao on 2008-09-23 11:10:15 as along with 1 person jchau
	The Interrelation of Stock and Options Market Trading-Volume Data [My Copy] The Journal of Finance, Vol. 43, No. 4. (1988), pp. 949-964. by Joseph H. Anthony posted to common insider-trading markets mathematical models options securities stock tests volume by yanshanxiao on 2008-09-23 10:50:13 as along with 1 person mdengler
	Price Changes of Related Securities: The Case of Call Options and Stocks [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 22, No. 1. (1987), pp. 1-15. by Mihir Bhattacharya posted to analysis arbitrage call equilibrium options prices put securities statistical stock studies by yanshanxiao on 2008-09-23 10:47:55 as
	Why Option Prices Lag Stock Prices: A Trading-Based Explanation [My Copy] The Journal of Finance, Vol. 48, No. 5. (1993), pp. 1957-1967. by Kalok Chan, Peter Y. Chung, Herb Johnson posted to arbitrage asked economic hypotheses models options price prices stock studies trading by yanshanxiao on 2008-09-23 10:41:12 as
	The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements [My Copy] The Journal of Finance, Vol. 50, No. 5. (1995), pp. 1635-1653. by Stewart Mayhew, Atulya Sarin, Kuldeep Shastri posted to analysis margin markets options requirements securities studies trading by yanshanxiao on 2008-09-23 10:21:46 as
	A Characterization of the Daily and Intraday Behavior of Returns on Options [My Copy] The Journal of Finance, Vol. 49, No. 2. (1994), pp. 557-579. by Aamir M. Sheikh, Ehud I. Ronn posted to analysis economic models of options prices rates return statistical stock studies theory trading by yanshanxiao on 2008-09-23 10:18:34 as
	Liquidity of the CBOE Equity Options [My Copy] The Journal of Finance, Vol. 45, No. 4. (1990), pp. 1157-1179. by Anand M. Vijh posted to analysis asked bid comparative economic liquidity markets models options price prices regression spread stock studies theory by yanshanxiao on 2008-09-23 09:37:58 as
	Between MDPs and semi-MDPs: a framework for temporal abstraction in reinforcement learning [My Copy] Artificial Intelligence, Vol. 112, No. 1-2. (1999), pp. 181-211. by Richard S. Sutton, Doina Precup, Satinder Singh posted to options rg rl by stober on 2008-08-13 17:06:44 as along with 5 people pcarbo Maderlock robotact schumach ddahlem
	Roundtrip explorations of bacterial infection: from single cells to the entire host and back. [My Copy] Trends in microbiology, Vol. 15, No. 11. (November 2007), pp. 483-490. by J. Enninga, P. Sansonetti, R. Tournebize posted to bacteria critical methods options review synoptic by ojdyar to the group BNC infectors on 2008-04-28 20:58:42 as
	The role of microbiota in infectious disease. [My Copy] Trends in microbiology, Vol. 16, No. 3. (March 2008), pp. 107-114. by B. Stecher, W. D. Hardt posted to bacteria options review synoptic by ojdyar to the group BNC infectors on 2008-04-28 20:52:34 as along with 1 person HugoMarcelo
	Preclinical testing of new drugs for tuberculosis: current challenges. [My Copy] Trends in microbiology, Vol. 16, No. 2. (February 2008), pp. 48-54. by A. J. Lenaerts, M. A. Degroote, I. M. Orme posted to bacteria options review synoptic target by ojdyar to the group BNC infectors on 2008-04-28 20:49:34 as along with 1 person viktor21614
	Learning Options in Reinforcement Learning [My Copy] by Martin Stolle, Doina Precup posted to options rl by luciotorre on 2008-04-25 18:25:01 as along with 1 person cez_etc
	Contemporary Terrorism: Risk Perception in the London Options Market [My Copy] Risk Analysis, Vol. 28, No. 1. (February 2008), pp. 151-160. by Garvey, John, Mullins, Martin posted to options risk risk_perception social_amplification terrorist_risk by gilbert_peffer on 2008-04-09 18:01:33 as
	Why Risk is Not Related to Return [My Copy] Social Science Research Network Working Paper Series (28 February 2007) by Eric G. Falkenstein posted to equity_returns options risk_premium by BrianTomasik on 2008-04-02 16:43:21 as
	Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula (fourth version) [My Copy] Social Science Research Network Working Paper Series (January 2008) by Espen G. Haug, Nassim N. Taleb posted to black-scholes controversy economics finance options pricing by pdlug on 2008-02-20 23:14:29 as along with 2 people alexv skheller
	Front Matter [My Copy] The Journal of Finance, Vol. 61, No. 3. (2006), pp. i-vii. posted to options real seo by myzor on 2008-02-13 21:41:20 as
	Rational IPO Waves [My Copy] The Journal of Finance, Vol. 60, No. 4. (August 2005), pp. 1713-1757. by Lubos Pastor, Pietro Veronesi posted to ipo options real by myzor on 2008-02-13 21:32:23 as
	The Timing of Initial Public Offerings: A Real Option Approach [My Copy] Social Science Research Network Working Paper Series (20 December 2000) by Jason Draho posted to ipo options real by myzor on 2008-02-13 21:24:48 as
	Bookbuilding, the option to withdraw, and the timing of IPOs [My Copy] Journal of Corporate Finance, Vol. 12, No. 2. (January 2006), pp. 159-186. by Walid Y. Busaba posted to ipo options real by myzor on 2008-02-13 21:20:27 as
	The Value of Waiting to Invest [My Copy] The Quarterly Journal of Economics, Vol. 101, No. 4. (1986), pp. 707-728. by Robert Mcdonald, Daniel Siegel posted to options real by myzor on 2008-02-11 23:10:58 as
	Lucky CEOs [My Copy] Social Science Research Network Working Paper Series (November 2006) by Lucian A. R. Y. E. Bebchuk, Yaniv Grinstein, U. R. S. Peyer posted to backdating ceos options by liblady93 on 2008-01-31 15:30:44 as
	Automated State Abstraction for Options using the U-Tree Algorithm [My Copy] In NIPS (2000), pp. 1054-1060. by Anders Jonsson, Andrew G. Barto posted to options by Scis0000002 on 2008-01-30 13:28:29 as
	Option Prices as Predictors of Equilibrium Stock Prices [My Copy] The Journal of Finance, Vol. 37, No. 4. (1982), pp. 1043-1057. by Steven Manaster, Richard J. Rendleman posted to markets options order-books price-discovery pricing by Scis0000002 on 2008-01-13 13:28:44 as along with 1 person yanshanxiao
	Quantum extension of European option pricing based on the Ornstein Uhlenbeck process [My Copy] Physica A Statistical Mechanics and its Applications, Vol. 368 (August 2006), pp. 176-182. by E. W. Piotrowski, M. Schroeder, A. Zambrzycka posted to options pricing quantum-games quantum-strategies quantum-trading-strategies by Scis0000002 on 2008-01-04 10:34:31 as
	Recovering risk aversion from option prices and realized returns [My Copy] Rev. Financ. Stud., Vol. 13, No. 2. (1 April 2000), pp. 433-451. by Jc Jackwerth posted to options risk-aversion by Scis0000002 on 2007-12-31 17:57:38 as along with 1 person and 1 group wanni assetpricing
	Option Coskewness and Capital Asset Pricing [My Copy] Review of Financial Studies, Vol. 19, No. 4. (2006), pp. 1279-1320. by Vanden, M. Joel posted to coskewness options pricing by Scis0000002 on 2007-12-31 00:47:26 as
	A Theory of Non\_Gaussian Option Pricing [My Copy] ArXiv Condensed Matter e-prints (May 2002) by L. Borland posted to nongaussianity options pricing by Scis0000002 on 2007-12-31 00:28:37 as

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