Papers, text-books, and dissertations

Journal of Environmental Economics and Management, vol.14, June 1987, pp.183-190

Fisher, I. (1930): "The Theory of Interest as Determined by Impatience to Spend Income and Opportunity to Invest It"

Brazilian Edition by Nova Cultural (original in English, 1930), 356 pp.

Fisher, T.C.G. & R.G. Waschik (2002): "Managerial Economics – A Game Theoretic Approach"

Routledge, 2002, 329 pp.

Fishman, G. S. (2001): “Discrete-Event Simulation – Modeling, Programming and Analysis”

Springer-Verlag New York Inc., 2001, 537 pp.

Fishman, G. S. (1996): “Monte Carlo – Concepts, Algorithms and Applications”

Springer-Verlag New York Inc., 1996, 698 pp.

Flatto, J.P. (1996a): “The Role of Real Options in Valuing Information Technology Projects”

Presented at the Association for Information Systems Conference, Phoenix, AZ, August 16-18, 1996

Flatto, J.P. (1996b): “A New Approach to Valuing the Flexibility Provided by Information Technology”

Presented at the 14^th International Association of Management, Toronto, Canada, August 2-6, 1996

Flatto, J.P. (1996c): “The Application of Real Options to the Information Technology Valuation Process: A Benchmark Study”

Doctoral Dissertation in Management Systems, University of New Haven, 1996, 229 pp.

Flatto, J.P. (1996d): “Using Real Options in Project Evaluation”

Written for Resource, published by LOMA (Life Office Management Association)
Online Working Paper, at http://w3.ncat.edu/~flattoj/Papers.html, 1996

Flatto, J.P. & L.L. Gardner (2000): “Using Information Generated by a Discrete Event Simulation to Evaluate Real Options in a Research and Development Environment”

Proceedings of the 2000 Winter Simulation Conference, 2000, pp.2040-2047

Flowers, B.H. (2000): “An Introduction to Numerical Methods in C++”

Oxford University Press, Revised Edition, 2000, 555 pp.

Föllmer, H. & M. Schweizer (1993): “A Microeconomic Approach to Diffusion Models for Stock Prices”

Mathematical Finance, vol.3, n^o 1, January 1993, pp.1-23

Forsfält, T. (1999): “Tax Evasion: A Real Option Approach”

Working Paper, Stockholm University, Dept. of Economics, November 1999, 26 pp.

Foss, N. J. (1998): “Real Options and the Theory of the Firm”

Working Paper, Copenhagen Business School, February 1998, 20 pp.

Foss, N. & V. Mahnke, Eds. (2000): “Competence, Governance, and Entrepreneurship – Advances in Economic Strategy Research”

Oxford University Press, 2000, 339 pp.

Fox, B.F. (1999): “Strategies for Quasi-Monte Carlo”

Kluwer Academic Publishers, 1999, 368 pp.

Frankforter, S.A. & S.L. Berman & T.M. Jones (2000): “Boards of Directors and Shark Repellents: Assessing the Value of an Agency Theory Perspective”

Journal of Management Studies, vol.37, no 3, May 2000, pp.321-348

Franses, P.H. (1998): “Time Series Models for Business and Economic Forecasting”

Cambridge University Press, 1998, 280 pp.

Freitas Filho, P.J. de (2001): "Introdução à Modelagem e Simulação de Sistemas – com Aplicações em Arena" (Introduction to Modeling and Simulation of Systems – with Applications in Arena)

Visual Books Ltda, 2001, 322 pp. (in Portuguese)

Frenkel, M. & U. Hommel & M. Rudolf, Eds. (2000): “Risk Management – Challenge and Opportunity”

Springer-Verlag Berlin – Heidelberg, 2000, 415 pp.

Freund, J.E. (1973): "Introduction to Probability"

Dover Ed., 1993 (original Dickenson Pub., 1973), 247 pp.

Friedman, E.J. & S. Johnson (1997): “Dynamic Monotonicity and Comparative Statics for Real Options”

Journal of Economic Theory, vol.75, 1997, pp. 104-121

Fristedt, B. & L. Gray (1997): "A Modern Approach to Probability Theory"

Birkhäuser Boston/Springer Verlag, 1997, 756 pp.

Froot, K.A. & D. S. Scharfstein & J.C. Stein (1994): “A Framework for Risk Management”

Harvard Business Review, November-December 1994, pp.91-102

Froot, K.A. & D. S. Scharfstein & J.C. Stein (1993): “Risk Management: Coordinating Corporate Investment and Financing Policies”

Journal of Finance, vol.XLVIII, n^o 5, December 1993, pp.1629-1658

Fu, M.C. & S.B. Laprise & D.B. Madan & Y. Su & R. Wu (2000): “Pricing American Options: A Comparison of Monte Carlo Simulation Approaches”

Working Paper, University of Maryland at College Park, April 2000, 44 pp.

Fu, Q. (1996): “On the Valuation of an Option to Exchange One Interest Rate for Another”

Journal of Banking & Finance, vol.20, 1996, pp.645-653

Fudenberg, D. & D.K. Levine (1998): "The Theory of Learning in Games"

MIT Press, 1998, 276 pp.

Fudenberg, D. & J. Tirole (1991): “Game Theory”

MIT Press, Cambridge and London, 1993, 580 pp.

Fudenberg, D. & J. Tirole (1986a): “Dynamic Models of Oligopoly"

Harwood Academic Publishers (reprinted ed. 2001 by Routledge), 1986, 83 pp.

Fudenberg, D. & J. Tirole (1986b): “A Theory of Exit in Duopoly”

Econometrica, vol.54, n^o 4, July 1986, pp.943-960

Fudenberg, D. & J. Tirole (1985): “Pre-emption and Rent Equalisation in the Adoption of New Technology”

Review of Economic Studies, vol.52, 1985, pp.383-401

Fusaro, P.C. (Ed.) (2002): “Energy Convergence – The Beginning of the Multi-Commodity Market”

John Wiley & Sons, Inc., 2002, 254 pp.

Fusaro, P.C. (Ed.) (1998): “Energy Risk Management”

McGraw Hill, 1998, 260 pp.

Fusaro, P.C. (1993): “A New Source of Project Finance Capital Through Energy Derivatives”

Working Paper, International Research Center for Energy and Economic Development, 1993, 22 pp.

Fusaro, P.C. & R.M. Miller (2002): “What Went Wrong at Enron”

John Wiley & Sons, Inc., 2002, 240 pp.

Gadallah, M.R. (1994): "Reservoir Seismology – Geophysics in Nontechnical Language"

PennWell Publishing Co., 1994, 384 pp.

Galanti, S. & A. Jung (1997): “Low-Discrepancy Sequences: Monte Carlo Simulation of Option Prices”

Journal of Derivatives, Fall 1997, pp.63-83

Galesne, A. & J.E. Fensterseifer & R. Lamb (1998): "Investment Decisions in Firms" ("Decisões de Investimentos da Empresa")

Ed. Atlas S.A., 1998, 295 pp. (in Portuguese)

Gallant, A.R. (1997): "An Introduction to Econometric Theory – Measure Theoretic Probability with Applications to Economics"

Princeton University Press, Princeton, 1997, 202 pp.

Gallant, L. & H. Kieffel & R. Chatwin (1999): “Using Learning Models to Capture Dynamic Complexity in Petroleum Exploration”

SPE paper n^o 52954, presented at 1999 SPE Hydrocarbon Economics and Evaluation Symposium, Dallas, 20-23 March 1999, Proceedings pp.115-121

Galli, A. & M. Armstrong (1996): “Option Pricing: Estimation Versus Simulation for Brennan & Schwartz Natural Resource Model”

Baafi & Schofield Eds., Geostatistics Wollongong ’96, vol.2, pp.719-730

Galli, A. & M. Armstrong & B. Jehl (1999a): "Comparison of Three Methods for Evaluating Oil Projects”

Journal of Petroleum Technology, October 1999, pp.44-49

Galli, A. & M. Armstrong & B. Jehl (1999b): "Comparing Three Methods for Evaluating Oil Projects: Option Pricing, Decision Trees, and Monte Carlo Simulations"

SPE paper n^o 52949, presented at the 1999 SPE Hydrocarbon Economics and Evaluation Symposium, Dallas, 20-23 March 1999, Proceedings pp. 91-99

Galli, A. & T. Jung & M. Armstrong & O. Lhote (2001): “Real Option Evaluation of a Satellite Field in the North Sea”

SPE paper n^o 71410, presented at the 2001 SPE Annual Technical Conference and Exhibition held in New Orleans, Louisiana, 30 September–3 October 2001, 11 pp.

Gamba, A. (2002): "Real Options Valuation: a Monte Carlo Simulation Approach"

Working Paper 2002/03, Faculty of Management, University of Calgary, 2002, 40 pp.

Gamerman, D. (1997): “Markov Chain Monte Carlo”

Chapman & Hall, London, 1997, 245 pp.

Ganshaw, T. & D. Dillon (2000): "Convertible Securities: A Toolbox of Flexible Financial Instruments for Corporate Issuers"

Journal of Applied Corporate Finance, vol.13, n^o 1, Spring 2000, pp.22-30

Gao, B. & J. Huang & M.G. Subrahmanyam (1996): “An Analytical Approach to the Valuation of American Path-Dependent Options”

Working Paper University of North Carolina and New York University, October 1996, 41 pp.

Garbade, K.D. (2001): "Pricing Corporate Securities as Contingent Claims"

MIT Press, 2001, 415 pp.

Garbade, K. (1993): “A Two-Factor, Arbitrage-Free, Model of Fluctuations in Crude Oil Futures Prices”

Journal of Derivatives, vol.1, n^o 1, Fall 1993, pp.86-97

Garcia, D. (2000): “A Monte Carlo Method for Pricing American Options”

Working Paper, University of California at Berkeley, January 2000, 43 pp.

Gardiner, C.W. (1985): "Handbook of Stochastic Methods – for Physics, Chemistry and the Natural Science"

Springer Verlag Berlin Heidelberg, 2^nd ed. (6^th printing 2002), 1985, 444 pp.

Gardner, C. (2000): “The Valuation of Information Technology”

John Wiley & Sons, Inc., 2000, 297 pp.

Gardner, D. & Y. Zhuang (2000): “Valuation of Power Generation Assets: A Real Options Approach”

Algo Research Quarterly, vol.3, n^o 3, December 2000, pp. 9-20

Gardner, R. (1995): "Games for Business and Economics"

John Wiley & Sons, Inc., 1995, 480 pp.

Garman, M. & S. Kohlhagen (1983): "Foreign Currency Option Values"

Journal of International Money and Finance, vol.2, December 1983, pp.231-237

Garnaev, A. (2000): "Search Games and Other Applications of Game Theory"

Springer Verlag Berlin, 2000, 145 pp.

Garrity, T.A. (2002): "All the Mathematics You Missed – But Need to Know for Graduate School"

Cambridge University Press, 2002, 347 pp.

Garven, J.R. & H. Loubergé (1995): “Reinsurance, Taxes and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium”

Working Paper, University of Texas at Austin & University of Geneva

Gates, W.H., III (1995): “The Road Ahead”

Ed. Schwarcz Ltda, 1995 (translation, original from Viking Penguin)

Gaudet, G. & P. Lasserre & N.V. Long (1995): “Real Investment Decisions under Information Constrains”

Working Paper, Cirano 95s-33, Montréal, July 1995

Gauthier, L. (1999): "Options Réelles et Options Exotiques, une Approache Probabiliste" ("Real Options and Exotic Options, a Probabilistic Approach")

Doctoral Dissertation, Preliminary Version, Université Paris I Panthéon-Sorbonne, Summer 1999, 155 pp. (in English)

Gauthier, L. (1998): "Informed Opportunistic Trading and Price Optimal Control"

Working Paper, Preliminary Version, June 1998, 31 pp.

Gauthier, L. & E. Morellec (1999): “Investment under Uncertainty and Implementation Delay”

Working Paper, Prudential Securities and EDHEC, February 1999, 13 pp.

Gauthier, L. & E. Morellec (1997): “Noisy Information and Investment Decisions: A Note”

Working Paper, Goldman Sachs and EDHEC, 1997, 9 pp.

Gauthier, L. & E. Rouzeau (1997): “New Approaches to Corporate Forex Exposure”

Economic & Financial Computing, vol.7, n^o 4, Winter 1997, pp. 183-242

Gaynor, M. & S. Bradner (2001): “The Real Options Approach to Standardization”

Proceeding of 2001 IEEE Hawaii International Conference on Systems Sciences, 10 pp.

Geisst, C.R. (2000): "100 Years of Wall Street"

McGraw-Hill, 2000, 179 pp.

Geman, H. & D. Madan & S.R. Pliska & T. Vorst, Eds. (2002): "Mathematical Finance – Bachelier Congress 2000"

Springer Verlag Berlin Heidelberg, 2002, 521 pp.

Gemmill, G. (1993): “Option Pricing - An International Perspective”

McGraw Hill International Ltd., 1993, 275 pp.

Gençay, R. & F. Selçuk & B. Whitcher (2002): “An Introduction to Wavelets and Other Filtering Methods in Finance and Economics”

Academic Press, 2002, 359 pp.

Gentle, J.E. (2002): “Elements of Computational Statistics”

Springer- Verlag New York, Inc., 2002, 420 pp.

Gentle, J.E. (1998): “Random Number Generation and Monte Carlo Methods”

Springer- Verlag New York, Inc., 1998, 247 pp.

Gershenfeld, N. (1999): “The Nature of Mathematical Modeling”

Cambridge University Press, 1999, 344 pp.

Geske, R. & K. Shastri (1985):

“Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques”
Journal of Financial and Quantitative Analysis, vol.20, n^o 1, March 1985, pp.45-71

Geske, R. & H.E. Johnson (1984): “The American Put Valued Analytically”

Journal of Finance, vol.39, n^o 5, December 1984, pp. 1511-1524

Geske, R. (1979): “The Valuation of Compound Options”

Journal of Financial Economics, n^o 7, 1979, pp.63-81

Geske, R. (1978): “The Pricing of Options with Stochastic Dividend Yield”

Journal of Finance, vol.33, n^o 2, May 1978, pp.617-625

Ghosal, V. & P. Loungani (1996): “Product Market Competition and the Impact of Price Uncertainty on Investment: Some Evidence from US Manufacturing Industries”

Journal of Industrial Economics, June 1996, pp.217-228

Ghysels, E. & A. Harvey & E. Renault (1995): “Stochastic Volatility”

Working Paper, Cirano 95s-49, Montréal, November 1995, 72 pp.

Gibbons, R. (1992): "Game Theory for Applied Economists"

Princeton University Press, 1992, 267 pp.

Gibson, R. & E. Schwartz (1993): “The Pricing of Crude Oil Futures Options Contracts”

Advances in Futures and Options Research, vol.6, 1993, pp.291-311

Gibson, R. & E. Schwartz (1991): “Valution of Long Term Oil-Linked Assets”

Stochastic Models and Options Values, eds. D.Lund and B.ksendal,
New York: North-Holland pp. 73-101

Gibson, R. & E. Schwartz (1990):

“Stochastic Convenience Yield and the Pricing of Oil Contingent Claims”
Journal of Finance, vol.45, n^o 3, July 1990, pp.959-976

Gikhman, I.I. & A.V. Skorokhod (1969): "Introduction to the Theory of Stochastic Process"

Dover Edition (Printed in 1996. Original in Russian, 1965), 1969, 516 pp.

Gilbert, R. & X. Vives (1986): “Entry Deterrence and the Free Rider Problem”

Review of Economic Studies, vol.53, 1986, pp.71-83

Gillan, S.L. (2001): "Option-Based Compensation: Panacea or Pandora's Box?"

Journal of Applied Corporate Finance, vol.14, n^o 2, Summer 2001, pp.115-128

Gillies, D. (2000): "Philosophical Theories of Probability"

Routledge, London, 2000, 223 pp.

Gintis, H. (2000): “Game Theory Evolving”

Princeton University Press, 2000, 531 pp.

Glantz, M. with contribution of T.L. Doorley III (2000): “Scientific Financial Management”

AMACON, American Management Association, 2000, 418 pp.

Glasserman, P. & P. Heidelberger & P. Shahabuddin (1999): “Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options”

Mathematical Finance, vol.9, n^o 2, April 1999, pp.117-152

Glover, F. & M. Laguna (1997): “Tabu Search”

Kluwer Academic Publishers, Norwell, 382 pp.

Gnedenko, B.V. (1989): "Theory of Probability and the Elements of Statistics"

Chelsea Pub. Co., New York, 5^th ed., 1989, 529 pp.

Gnedenko, B.V. (1988): "Theory of Probability"

Gordon and Breach Sc. Pub., 6^th ed., 1997 (original by Nauka, Moscow, 1988), 497 pp.

Goffe, W.L. & R.P. Parks (1996): “The Future Information Infraestructure in Economics”

Working Paper, Un. of Southern Mississippi and Washington University, April 1996

Goffe, W.L. (1994): “Computer Network Resources for Economists”

Journal of Economic Perspectives, vol.8, n^o 3, Summer 1994, pp.97-119

Goldberg, D.E. (1989): “Genetic Algorithms in Search, Optimization & Machine Learning”

Addison Wesley Longsman, Inc., 1989, 412 pp.

Goldberger, A.S. (1998): "Introductory Econometrics"

Harvard University Press, 1998, 241 pp.

Goldberger, A.S. (1991): "A Course in Econometrics"

Harvard University Press, 1991, 405 pp.

Gollier, C. (2001): "The Economics of Risk and Time"

MIT Press, 2001, 445 pp.

Gombola, M.J. & F.L. Liu (1993): “Dividend Yields and Stock Returns: Evidence of Time Variation Between Bull and Bear Markets”

Financial Review, vol.28, n^o 3, August 1993, pp.303-327

Gomes, L.L. (2002): "Avaliação de Termelétricas no Brasil Estudando o Melhor Momento de Investimento por Modelos de Opções Reais" ("Thermoelectric Evaluation in Brazil Studying the Best Investment Timing by Real Options Models")

Doctoral Dissertation, Dept. of Industrial Engineering, PUC-Rio, April 2002, 105 pp.

Gomes, C.T.F. (1993): "Captação de Recursos no Mercado Internacional de Capitais" ("Resources Captivation in the International Capital Markets")

IBMEC Eds., 2^nd Edition, 1993, 140 pp.

Gomme, P. (1996): “Evolutionary Programming as a Solution Technique for the Bellman Equation”

Working Paper, Simon Fraser University (CAN), December 1996, 19 pp.

Gonçalves, F. de O. (1999): “Strategic Decisions in Ocean Shipping with Contingent Claims”

Advances in Futures and Options Research, vol.10, 1999, JAI Press Inc., pp.169-195

Gonçalves, F. de O. & P.Y. Medeiros (2002): "Opções Reais e Regulação: O Caso das Telecomunicações no Brasil" (Real Options and Regulation: The Brazilian Telecom Case)

Banco BBM Working Paper, presented at II SBE Conference, Rio de Janeiro, May 2002, 18 pp. (in Portuguese)

Goodwin, P. & G. Wright (1998): “Decision Analysis for Management Judgment”

John Wiley & Sons Ltd., 2^nd Edition, 1998, 454 pp.

Goold, M. & A. Campbell (1998): “Desperately Seeking Synergy”

Harvard Business Review, September-October 1998, pp.131-143

Gourieroux, C. & J. Jasiak (2001): "Financial Econometrics – Problems, Models, and Methods"

Princeton University Press, 2001, 513 pp.

Gouriéroux, C. & A. Monfort (1996): "Simulation–Based Econometrics Methods"

Oxford University Press, 1996, 174 pp.

Grace, B.K. (2000): “Black-Scoles Option Pricing via Genetic Algorithms”

Applied Economics Letters, Feb.2000, vol.7, n^o 2, pp.129-132

Gradshteyn, I.S. & I.M. Ryzhik (2000): “Table of Integrals, Series, and Products”

Academic Press, 6^th Edition, 2000, 1163 pp.

Graham, J.R. (1996): “Proxies for the Corporate Marginal Tax Rate”

Journal of Financial Economics, vol.42, 1996, pp.187-221

Graham, J.R. & C.R. Harvey (2001): "The Theory and Practice of Corporate Finance: Evidence from the Field"

Journal of Financial Economics, vol.60, 2001, pp.187-243

Graham, R.L. & D.E. Knuth & O. Patashnik (1994): “Concrete Mathematics – A Foundation for Computer Science”

LTC Ed. S.A. (Brazilian version from the original by Addison-Wesley Pub. Co., 2^nd Ed., 1994), 477 pp.

Grant, D. & G. Vora & D.E. Weeks (1996): “Path-Dependent Options: Extending the Monte Carlo Simulation Approach”

Management Science, vol.43, n^o 11, November 1997, pp.1589-1602

Grant, D. & G. Vora & D.E. Weeks (1996): “Simulation and Early-Exercise of Option Problem”

Journal of Financial Engineering, vol.5, n^o 3, September 1996, pp.211-227

Greene, J.R. (1998?): "Is Economic Value Added Stunting Your Growth? Learn to Measure Your Real Options"

Perspectives on Business Innovation, n^o 2, pp.60-65, Ernst & Young, available online at http://www.businessinnovation.ey.com/journal/loader.html

Greene, W.H. (2000): “Econometric Analysis”

Prentice-Hall, Inc., Fourth Ed., 2000, 1004 pp.

Greengard, C. & A. Ruszczynski, Eds. (2002): "Decision Making under Uncertainty – Energy and Power"

Springer-Verlag New York, Inc., IMA Series Vol. 128, 2002, 154 pp.

Greenley, D.A. & R.A. Walsh & R.A. Young (1981):

“Option Value: Empirical Evidence from a Case Study of Recreation and Water Quality”
Quarterly Journal of Economics, vol.96, 1981, pp.657-673

Grenadier, S.R. (2003): "An Equilibrium Analysis of Real Estate Leases"

NBER Working Paper 9475, January 2003, 40 pp.

Grenadier, S.R. (2002): “Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms"

Review of Financial Studies, vol.15, Summer 2002, pp.691-721 (slightly updated version of the Working Paper, Stanford University, November 2000)

Grenadier, S.R., Eds. (2000a): “Game Choices – The Intersection of Real Options and Game Theory”

Risk Books, 2000, 395 pp.

Grenadier, S.R. (2000b): “Option Exercise Games: The Intersection of Real Options and Game Theory”

Journal of Applied Corporate Finance, vol.13, n^o 2, Summer 2000, pp.99-107

Grenadier, S.R. (2000c): “Equilibrium with Time-to-Build: A Real Options Approach"

in Brennan & Trigeorgis, Eds., Project Flexibility, Agency, and Competition, Oxford University Press, 2000, pp.275-296

Grenadier, S.R. (1999): “Information Revelation Through Option Exercise"

The Review of Financial Studies, Spring 1999, vol.12, n^o 1, pp.95-129

Grenadier, S.R. (1996): “Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets"

Journal of Finance, vol.51, n^o 5, December 1996, pp.1653-1679

Grenadier, S.R. (1995): “Valuing Lease Contracts. A Real-Options Approach”

Journal of Financial Economics, n^o 38, 1995, pp.297-331

Grenadier, S.R. & A.M. Weiss (1994): “Optimal Migration Strategies for Firms Facing Technological Innovations: An Option Pricing Approach”

Working Paper n^o 1300, Stanford University, April 1994, 25 pp.

Grey, S. (1995): "Practical Risk Assessment for Project Management"

John Wiley & Sons Ltd., 1995, 140 pp.

Grimmett, G.R & D.R. Stirzaker (1992): “Probability and Random Processes”

Oxford University Press, 2^nd Edition, 1992, 541 pp.

Grinblatt, M. & H. Johnson (1988): “A Put Option Paradox”

Journal of Financial and Quantitative Analysis, vol.23, n^o 1, March 1988, pp.23-26

Grinblatt, M. & S. Titman (1998): “Financial Markets and Corporate Strategy”

McGraw-Hill Co. Inc., 1998, 866 pp.

Grinstead, C.M. & J.L. Snell (1997): "Introduction to Probability"

American Mathematical Society, 2^nd Edition, 1997, 510 pp.

Grossman, S.J. (1981): “An Introduction to the Theory of Rational Expectations under Asymmetric Information”

Review of Economic Studies, vol.48, 1981, pp. 541-559

Grossman, S.J. (1977): “The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities”

Review of Economic Studies, vol.54, 1977, pp.431-450

Grossman, G.M. & C. Shapiro (1986): “Optimal Dynamic R&D Programs”

Rand Journal of Economics, vol.17, Winter 1986, pp.581-593

Guiso, L. & G. Parigi (1999): "Investment and Demand Uncertainty"

Quarterly Journal of Economics, February 1999, pp.185-227

Gullberg, J. (1997): “Mathematics – From the Birth of Numbers”

W.W. Norton & Co., Inc., 1997, 1093 pp.

Gukhal, C.R. (2001): “Analytical Valuation of American Options on Jump-Diffusion Processes”

Mathematical Finance, vol.11, n^o 1, January 2001, pp.97-115

Gul, F. & R. Lundholm (1995): “Endogenous Timing and the Clustering of Agents’ Decisions”

Journal of Political Economy, vol.103, n^o 5, 1995, pp.1039-1066

Guo, C. (1996): “A Sufficient and Necessary Condition for Arbitrage-Free Pricing”