Papers, text-books, and dissertations



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European Journal of Finance, vol.2, 1996, pp.289-295

Gupta, A. & D.O. Stahl & A.B. Whinston (1995): “A Stochastic Equilibrium Model of Internet Pricing”


Working Paper, University of Texas at Austin, December 1995, 33 pp.

Haberberg, A. & A. Rieple (2001): “The Strategic Management of Organizations”


Pearson Educ. Ltd, Financial Times Prentice Hall, 2001, 842 pp.

Haigh, J. (2002): "Probability Models"


Springer-Verlag London Ltd., 2002, 256 pp.

Hakala, J. & U. Wystup, Eds. (2002): "Foreign Exchange Risk – Models, Instruments and Strategies"


Risk Books, 2002, 355 pp.

Halpern, J.Y. (1997): “On Ambiguities in the Interpretation of Game Trees”


Games and Economic Behavior, vol.20, 1997, pp. 66-96

Hamilton, J.D. (1994): “Time Series Analysis”


Princeton University Press, Princeton, NJ, 1994, 799 pp.

Hamming, R.W. (1973): “Numerical Methods for Scientists and Engineers”


Dover Edition 1986 republication of 2nd Ed. published by McGraw-Hill, 1973, 721 pp.

Hammond, J.S. & R.L. Keeney & H.Raiffa (1998): “The Hidden Traps in Decision Making”


Harvard Business Review, September-October 1998, pp.47-58

Hanemann, W.M. (1989): “Information and the Concept of Option Value”


Journal of Environmental Economics and Management, 16, no 1, Jan.1989, pp.23-37

Hannesson, R. (1998): "Petroleum Economics"


Quorum Books, Greenwood Pub. Group, Inc., 1998, 163 pp.

Hansen, A.T. & P.L. Jorgensen (2000): “Analytical Valuation of American-Style Asian Options”


Management Science, vol.46, no 8, August 2000, pp.1116-1136

Hansen, L.P. & J.A. Scheinkman (1995): "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes"


Econometrica, vol. 63, no 4, pp.767-804

Harchaoui, T.M. & P. Lasserre (2001): “Testing the Option Value Theory of Irreversible Investment”


International Economic Review, vol.42, no 1, February 2001, pp.141-166

Harchaoui, T.M. & P. Lasserre (1995): “Testing the Option Value Theory of Irreversible Investment”


Working Paper, Cirano 95s-41, Montréal, September 1995, 50 pp.

Härdle, W. & T. Kleinow & G. Stahl (2002): "Applied Quantitative Finance – Theory and Computational Tools"


Springer-Verlag Berlin Heidelberg, 2002, 401 pp.

Harrington, H.J. & K. Tumay (2000): “Simulation Modeling Methods”


McGraw-Hill Co., Inc., 2000, 379 pp.

Harris, C. & J. Vickers (1995): “Innovation and Natural Resources: a Dynamic Game with Uncertainty”


Rand Journal of Economics, vol.26, no 3, Autumn 1995, pp.418-430

Harris, C. & J. Vickers (1987): “Racing with Uncertainty”


Review of Economic Studies, vol.54, 1987, pp.1-21

Harris, J.W. & H. Stocker (1998): “Handbook of Mathematics and Computational Science”


Springer-Verlag New York, Inc., 1998, 1029 pp.

Harris, M. & A. Raviv (1991): “The Theory of Capital Structure”


Journal of Finance, vol.XLVI, no 1, March 1991, pp. 297-355

Harris, W.G. & J. Muthuswamy (1995):


“Financial Derivatives in Global Corporations: A Strategic Viewpoint”
Paper Presented at INFORMS International Singapore, June 25-28, 1995, 11 pp.

Harrison, J.M. (1985): “Brownian Motion and Stochastic Flow Systems”


John Wiley and Sons, Inc, reprinted by Krieger Publishing Company, 140 pp.

Harrison, J.M. & D.M. Kreps (1979): “Martingales and Arbitrage in Multiperiod Securities Markets”


Journal of Economic Theory, vol.20, June 1979, pp.381-408

Harrison, J.M. & S. Pliska (1981): “Martingales and Stochastic Integrals in the Theory of Continuous Trading”


Stochastic Processes and their Applications, vol.11, 1981, pp.215-260

Harrison, J. & T.M. Sellke & A.J. Taylor (1983): “Impulse Control of Brownian Motion”


Mathematics of Operations Research, vol.8, 1983, pp.454-466

Harrison, J. & M.I. Taksar (1983): “Instantaneous Control of Brownian Motion”


Mathematics of Operations Research, vol.8, 1983, pp.439-453

Harrison, J.M. & J.A.Van Mieghem (1996a): “Dynamic Control of Brownian Networks: State Space Collapse and Equivalent Workload Formulations”


Working Paper, Stanford University, August 1996, 24 pp.

Harrison, J.M. & J.A.Van Mieghem (1996/9): “Multi-Resource Investment Strategies: Operational Hedging under Demand Uncertainty”


European Journal of Operational Research, vol.113, 1999, pp. 17-29; and Working Paper, Stanford University, June 1996, 25 pp.

Harsanyi, J.C. (1996): “Recent Developments in Game Theory and Its Applications in Modern Economics and Others Fields”


Paper presented in speech at Escola Superior de Guerra (Brazil), April 1996, 33 pp.

Harsanyi, J.C. (1995): “A New Theory of Equilibrium Selection for Games with Incomplete Information”


Games and Economic Behavior, vol.10, 1995, pp.318-332

Harsanyi, J.C. (1967/8):


“Games with Incomplete Information Played by ‘Bayesian’ Players” Parts I-III
Management Science, vol.14, no 3 (November 1967) pp.159-182, no 5 (January 1968) pp.320-334, no 7 (March 1968) pp.486-502

Harsanyi, J.C. & R. Selten (1988): “General Theory of Equilibrium Selection in Games”


MIT Press, 1988, 378 pp.

Hart, O. (1995): “Firms, Contracts, and Financial Structure”


Oxford University Press Inc., New York, 1995, 228 pp.

Hartmann, S. (1999): “Project Scheduling under Limited Resources”


Springer Verlag, Lectures Notes in Economics and Mathematical Systems, 1999, 221 pp.

Harvey, A.C. (1993): “Time Series Models”


MIT Press, 2nd Ed., 1993, 308 pp.

Harvey, A.C. (1989): “Forecasting, Structural Time Series Models and the Kalman Filter”


Cambridge University Press, 1989, 554 pp.

Haug, E.G. (1998): “The Complete Guide to Option Pricing Formulas”


McGraw-Hill, 1998, 232 pp.

Hayashi, F. (2000): "Econometrics"


Princeton University Press, 2000, 683 pp.

Hayes, R. & D. Garvin (1982): “Managing as if Tomorrow Mattered”


Harvard Business Review, May-June 1982, pp.71-79

Haykin, S. (1999): “Neural Networks: A Comprehensive Foundation”


Brazilian Edition by Artmed Ed. (original by Prentice Hall), 2nd ed., 1999, 900 pp.

He, Hua & R.S. Pindyck (1992): “Investments in Flexible Production Capacity”


Journal of Economic Dynamics and Control no 16 (August), pp. 575-599

Heal, G. (1976):


“The Relationship Between Price and Extraction Cost for a Resource with a Backstop Technology”
Bell Journal of Economics, vol.7, no 2, Autumn 1976, pp.371-378

Heenk, B. A. & A.G.Z. Kemna & A.C.F. Vorst (1990): "Asian Options on Oil Spreads"


Review of Futures Markets, vol. 9 no 3, 1990, pp. 510-528 (and "Discussion," by W.K. H. Fung, pp.529-531)

Heifetz, A. & H.M. Polemarchakis (1998): “Partial Revelation with Rational Expectations”


Journal of Economic Theory, vol.80, 1998, pp.171-181

Heinrich, R.P. (2002): "Complementarities in Corporate Governance"


Springer-Verlag Berlin - Heidelberg, 2002, 234 pp.

Hellekalek, P. & G. Larcher, Eds. (1998): "Random and Quasi-Random Point Sets"


Springer-Verlag New York, 1998, 332 pp.

Hendricks, K. & A. Weiss & C. Wilson (1988): “The War of Attrition in Continuous Time with Complete Information”


International Economic Review, vol.29, no 4, pp.663-680

Henriksson, R. & R.C. Merton (1981): “On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills”


Journal of Business, vol.54, no 4, October 1981, pp.513-534

Hennessy, D.A. (1999): “Capacity Choice in a Two-Stage Problem Under Uncertainty”


Economics Letters, Vol. 65, no 2, 1999, pp. 177-182

Hennessy, D.A. (1995): “Applications of Contingent Claims Theory to Microeconomic Problems”


CARD Monograph Series, no 95-M7, Iowa State University, 1995, 89 pp.

Henry, C. (1974a): “Investments Decisions under Uncertainty: The Irreversibility Effect”


American Economic Review, vol.64, no 6 , December 1974, pp.1006-1012

Henry, C. (1974b): “Option Values in the Economics of Irreplaceable Assets”


Review of Economic Studies, Symposium Issue, 1974, pp.89-104

Herath, H.S.B. & C.S. Park (2001): "Real Options Valuation and Its Relationship to Bayesian Decision Making Methods"


Engineering Economist, vol.46, no 1, 2001, pp.1-32

Herath, H.S.B. & C.S. Park (1999): "Economics Analysis of R&D Projects: An Options Approach"


Engineering Economist, vol.44, no 1, 1999, pp.1-35

Hertz, D.B. (1964): “Risk Analysis in Capital Investment”


Harvard Business Review, vol.42, January-February 1964, pp.95-106

Heyde, C.C. & E. Seneta, Eds. (2001): "Statisticians of the Centuries"


Springer Verlag New York, Inc., 2001, 500 pp.

Heynen, R.C. (1995): “Essays on Derivatives Pricing Theory”


Thesis Publishers, Tinbergen Institute Research Series no 94, 1995, 195 pp.

Hildenbrand, W. & A.P. Kirman (1988): “Equilibrium Analysis”


North-Holland, Elsevier Science Pub. Co., 1988, 297 pp.

Hilliard, J.E. & J. Reis (1998): “Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot”


Journal of Financial and Quantitative Analysis, vol.33, no 1, March 1998, pp.61-86

Hilliard, J.E. & J. Reis (1996): “Valuation of Commodity Futures and Futures Options with Stochastic Convenience Yield”


Working Paper, Dept. of Banking and Finance & Dept. of Economics, University of Georgia, December 1996, 30 pp.

Hillier, B. (1997): “The Economics of Asymmetric Information”


MacMillan Press Ltd., 1997, 188 pp.

Hindy, A. & C-F Huang & H. Zhu (1993): “Numerical Analysis of a Free-Boundary Singular Control Problem in Financial Economics”


Research Paper no 1267, Stanford University, August 1993, 36 pp.

Hiraki, T. (1995):


“Corporate Governance, Long-term Investment Orientation, and Real Options in Japan”
Real Options in Capital Investments: Models, Strategies, and Aplications
Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995, pp.151-162

Hirshleifer, J. & J.G. Riley (1992): “The Analytics of Uncertainty and Information”


Cambridge University Press, 1992, 465 pp.

Hitt, M.A. & R.D. Ireland & R.E. Hoskisson (2001): "Strategic Management – Competitiveness and Globalization"


South-Western College Pub., 4th ed., 2001 (Brazilian edition by Pioneira Thomson Learning, Ltda., 2002), 594 pp.

Ho, T.S. & R.C. Stapleton & M.G. Subrahmanyam (1994):


“A Simple Technique for the Valuation and Hedging of American Options”
Journal of Derivatives, Fall 1994, pp.52-66

Hocking, L.M. (1991): "Optimal Control – An Introduction to the Theory with Applications"


Oxford University Press, 1991, 254 pp.

Hodder, J. (1986):


“Evaluation of Manufacturing Investments: A Comparation of U.S. and Japanese Practices”
Financial Management, Spring 1986, pp.17-24

Hodder, J.E. & H. Riggs (1985): “Pitfalls in Evaluating Risky Projects”


Harvard Business Review, January-February 1985, pp.128-135

Hodges, S. & A. Carverhill (1993): “Quasi Mean Reversion in an Efficient Stock Market: The Characterisation of Economic Equilibria wich Support Black-Scholes Option Pricing”


Economic Journal, no 103, March 1993, pp.395-405

Hodges, S.D. & C. D’Ambrosio (1996): “Study Guide to Accompany Brealey-Myers Principles of Corporate Finance”


McGraw Hill Co. Inc., Fifth Edition, 1996, 383 pp.

Hoel, P.G. & S.C. Port & C.H. Stone (1972): “Introduction to Stochastic Processes”


Houghton Mifflin Co., 1972, 203 pp.

Hoff, T.E. (1996a): “Investment Valuation In Complete and Incomplete Markets: Preference-Adjusted Probabilities”


Working Paper, Stanford University, October 1996, 36 pp.

Hoff, T.E. (1996b): “Investment under Uncertainty: Preference-Adjusted Probabilities”


Doctoral Dissertation, Stanford University, September 1996 version, 72 pp.

Hoff, T.E. & H.J. Wenger & B.K. Farmer (1996): “Distributed Generation: An Alternative to Electric Utility Investments in System Capacity”


Working Paper, Stanford University, 1996, 31pp.

Holden, C.W. (2002a): “Spreadsheet Modeling in Investments”


Prentice-Hall, Inc., 2002, 169 pp.

Holden, C.W. (2002b): “Spreadsheet Modeling in Corporate Finance”


Prentice-Hall, Inc., 2002, 161 pp.

Holden, C.W. & A. Subrahmanyam (1992): “Long-Lived Private Information and Imperfect Competition”


Journal of Finance, vol.47, no 1, March 1992, pp.247-270

Holland, J.H. (1995): “Hidden Order – How Adaptation Builds Complexity”


Perseus Books, 1995, 185 pp.

Holland, J.H. (1975): “Adaptation in Natural and Artificial Systems”


MIT Press Edition, 1992 (original 1975), 211 pp.

Holly, S. & A.H. Hallet (1989): "Optimal Control, Expectations and Uncertainty"


Cambridge University Press, 1989, 244 pp.

Holmstrom, B. (1979): “Moral Hazard and Observability”


Bell Journal of Economics, vol.10, 1979, pp. 74-91

Homer, S. & R. Sylla (1996): "A History of Interest Rates"


Rutgers University Press, 3rd Edition, 1996, 689 pp.

Hoppe, H.C. (2001): "The Timing of New Technology Adoption: Theoretical Models and Empirical Evidence"


Working Paper, Universität Hamburg, April 23, 2001, 23 pp.

Hoppe, H.C. (2000): “Second-Mover Advantages in the Strategic Adoption of New Technology under Uncertainty”


International Journal of Industrial Organization, no 18, 2000, pp.315-338

Hoppe, H.C. & U. Lehmann-Grube (2001): “Second-Mover Advantages in Dynamic Quality Competition”


Journal of Economics & Management Strategy, vol.10 no 3, Fall 2001, pp.419-433

Hooper, H.T. & S.R. Rutherford (2001): “Real Options and Probabilistic Economics: Bridging the Gap”


SPE paper no 71408, presented at the 2001 SPE Annual Technical Conference and Exhibition held in New Orleans, Louisiana, 30 September–3 October 2001, 8 pp.

Horsnell, P. & A. Brindle & W. Greaves (1995): "The Hedging Efficiency of Crude Oil Markets"


Oxford Institute for Energy Studies, WPM 20, February 1995, 22 pp.

Howell, S. & A. Stark & D. Newton & D. Paxson & M. Cavus (2001): “Real Options – An Introduction for Executives”


Financial Times – Prentice Hall, 2001, 146 pp.

Howell, S. & A. Stark & D. Newton & D. Paxson & M. Cavus & J. Pereira & K. Patel (2001): “Real Options – Evaluating Corporate Investment Opportunities in a Dynamic World”


Financial Times – Prentice Hall, 2001, 308 pp.

Howison, S.D. & F.P. Kelly & P. Wilmott (1995): “Mathematical Models in Finance”


Chapman & Hall for the Royal Society, 1995, 152 pp.

Hsu, M. (2001): "Hedging on a Spark"


EPRM, Natural Gas Special Report, October 2001, pp.ng18-ng20

Hu, Y. & B. Oksendal (1998): “Optimal Time to Invest When the Price Processes Are Geometric Brownian Motions”


Finance and Stochastic, vol.2, 1998, pp. 295-310

Huang, C. & R.H. Litzemberg (1988): “Foundations for Financial Economics”


Elsevier Science Publishing Co., Inc., 1988

Huang, J. & M.G. Subrahmanyam & G.G. Yu (1996): “Pricing and Hedging American Options: A Recursive Integration Method”


Review of Financial Studies, vol.9, no 1, Spring 1996, pp.277-300

Hubalek, F. & W. Schachermayer (1999): “The Limitations of No-Arbitrage Arguments for Real Options”


Working Paper no 58, University of Vienna, October 1999, 11 pp.

Hubbard, R.G. (1994): “Investment under Uncertainty: Keeping One’s Option Open”


Journal of Economic Literature, vol.32, December 1994, pp.1816-1831

Huchzermeier, A. & C.H. Loch (2001): “Project Management under Risk: Using the Real Options Approach to Evaluate Flexibility in R&D”


Management Science, vol.47, no 1, January 2001, pp.85-101

Hui, C.H. (1996): “One-Touch Double Barrier Binary Option Values”


Applied Financial Economics, no 6, 1996, pp.343-346

Huisman, K.J.M. (2001): "Technology Investment: A Game Theoretic Real Options Approach"


Kluwer Academic Pub., Boston (MA, USA), 2001, 259 pp.

Huisman, K. J. M. & P. M. Kort (2000): "Strategic Technology Adoption Taking Into Account Future Technological Improvements: A Real Options Approach"


Working Paper, Center of Economic Research no 2000-52, Tilburg University, May 2000, 41 pp.

Huisman, K. J. M. & P. M. Kort (1999): "Effects of Strategic Interactions on the Option Value of Waiting"


Working Paper, Tilburg University, September 1999, 41 pp.

Huisman, K. J. M. & P. M. Kort (1998): "Strategic Investment in Technological Innovations"


Working Paper, Tilburg University, October 1998, 31 pp.

Hull, J. C. (1999): “Options, Futures, & Other Derivatives”


Prentice Hall, 4th ed. 1999, Englewood Cliffs, NJ, 698 pp.

Hull, J.C. & A. White (1996): "Hull-White on Derivatives"


Risk Publications, 1996, 356 pp.

Hull, J.C & A. White (1994a):


“Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models”
Journal of Derivatives, Fall 1994, pp.7-16

Hull, J.C & A. White (1994b):


“Numerical Procedures for Implementing Term Structure Models II: Two-Factor Models”
Journal of Derivatives, Winter 1994, pp.37-48

Hull, J.C. & A. White (1990):


“Valuing Derivative Securities Using the Explicit Finite Difference Method”
Journal of Financial and Quantitative Analysis, vol.25, no 1, March 1990, pp.87-100

Hull, J.C. & A. White (1988): “The Use of the Control Variable Technique in Option Pricing”


Journal of Financial and Quantitative Analysis, vol.23, no 3, September, pp.237-251

Hull, J. & A. White (1987): “The Pricing of Options on Assets with Stochastic Volatilities”


Journal of Finance, vol.42, no 2 , June 1987, pp.281-300

Hunt, P.J. & J.E. Kennedy (2000): “Financial Derivatives in Theory and Practice”


John Wiley & Sons, Wiley Series in Probability and Statistics, 2000, 393 pp.

Hurn, A.S. & R. E. Wright (1994):


“Geology or Economics? Testing Models of Irreversible Investiment Using North Sea Oil Data”
Economic Journal no 104 (March 1994), pp. 363-371

Hurry, D. (1993): “Restructuring in the Global Economy: The Consequences of Strategic Linkages Between Japanese and U.S. Firms”


Strategic Management Journal, vol.14, 1993, pp.69-82

Hurry, D. & A.T. Miller & E.H. Bowman (1992): “Calls on High-Technology: Japanese Exploration of Venture Capital Investments in the United States”


Strategic Management Journal, vol.13, 1992, pp.85-101

Iansiti, M. (1998): "Technology Integration: Making Critical Choices in a Dynamic World"


Harvard Business School Press, 1998, 249 pp.

Ibáñez, A. & F. Zapatero (1999): "Monte Carlo Valuation of American Options Through Computation of the Optimal Exercise Frontier"


Working Paper, Instituto Tecnológico Autónomo de México & University of South California, August 1999, 30 pp.

Iida, K. (1992): “Studies on the Optimal Search Plan”


Springer-Verlag, Lectures Notes in Statistics no 70, 1992, 130 pp.

Ikeda, S. & A. Shibata (1995): “Fundamentals Uncertainty, Bubbles, and Exchange Rate Dynamics”


Journal of International Economics, vol.38, 1995, pp.199-222

Ilinski, K. (2001): “Physics of Finance – Gauge Modelling in Non-Equilibrium Pricing”


John Wiley & Sons, Ltd., 2001, 326 pp.

Imai, J. & M. Nakajima (2000): "A Real Options Analysis of an Oil Refinery Project"


Financial Practice and Education, Fall/Winter 2000, pp.78-91

Ingersoll, Jr., J.E. (1998): "Approximating American Options and Other Financial Contracts Using Barrier Derivatives"


Journal of Computational Finance, vol.2, no 1, Fall 1998, pp.85-112

Ingersoll, Jr., J.E. (1987): “Theory of Financial Decision Making”


Rowman & Littlefield Publishers, Inc., 1987, 474 pp.

Ingersoll, J.E. (1977b): “An Examination of Corporate Call Policies on Convertible Securities”


Journal of Finance, vol.32, no 2, May 1977, pp. 463-478

Ingersoll, Jr., J.E. (1977a): "A Contingent-Claims Valuation of Convertible Securities"


Journal of Financial Economics, vol.4, 1977, pp.289-322

Ingersoll Jr., J.E. & S.A. Ross (1992): “Waiting to Invest: Investment and Uncertainty”


Journal of Business, vol.65, no 1, 1992, pp.1-29

Irwin, D.A. (1996): “Against the Tide – An Intellectual History of Free Trade”


Princeton University Press, 1996, 265 pp.

Isaac, R. (1995): "The Pleasures of Probability"


Springer-Verlag New York, Inc., 1995, 241 pp.

Isaacs, R. (1965): “Differential Games – A Mathematical Theory with Applications to Warfare and Pursuit, Control and Optimization”


Dover Edition (original John Wiley & Sons, 1965), 384 pp.

Itô, K. (Eds.) (1987): "Encyclopedic Dictionary of Mathematics"


MIT Press, 2nd ed.(original third ed. published in Japanese in 1985), 1987, 2148 pp.

Itô, K. (1984): "Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces"


Society of Industrial and Applied Mathematics, 1984, 70 pp.

Itô, K (1978): "Introduction to Probability Theory"


Cambridge University Press, 1984 (original Japanese edition by Iwanami-Shoten, Pub., 1978), 213 pp.

Itô, K. & H.P. McKean, Jr. (1974): “Diffusion Processes and Their Sample Paths”


Springer-Verlag Berlin, 1996 reprinting of the 1974 corrected edition, 321 pp.

Jäckel, P. (2002): "Monte Carlo Methods in Finance"


John Wiley & Sons Ltd, 2002, 222 pp.

Jackson, M. M. Staunton (2001): “Advanced Modelling in Finance Using Excel and VBA”


John Wiley & Sons, Ltd., 2001, 263 pp.

Jackwerth, J.C. & M. Rubinstein (1996): “Recovering Probability Distributions from Option Prices”


Journal of Finance, vol.51, no 5, December 1996, pp.1611-1631

Jacobs, B.I. (1999): “Capital Ideas and Market Realities”


Blackwell Publishers Inc., 1999, 399 pp.

Jacobs, D.P. & E. Kalai & M.I. Kamien (1998): "Frontiers of Research in Economic Theory – The Nancy L. Schwartz Memorial Lectures, 1983-1997"


Cambridge University Press, 1998, 274 pp.

Jacoby, H.D. & D.G.Laughton (1992): “Project Evaluation: A Pratical Asset Pricing Model”


Energy Journal, vol.13, no2, 1992, pp.19-47

Jacod, J. & P. Protter (2000): "Probability Essentials"


Springer Verlag Berlin Heidelberg, 2000, 250 pp.

Jägle, A.J. (1999): "Shareholder value, Real Options, and Innovation in Technology-Intensive Companhies"


R&D Management, vol.29, no 3, 1999, pp.271-287

Jaillet, P. & E. Ronn & S. Tompaidis (1998): "Valuation of Commodity-Based 'Swing' Options"


Working Paper, University of Texas at Austin, April 1998, 24 pp.

Jain, P. & A.V. Raju (1998): “Evaluation of Economic and Technical Uncertainties for Identification of Economic Volatility in Field Development and Asset Valuation”


1998 SPE India Oil and Gas Conference and Exhibition, SPE paper 39574, February 1998

James, B.R. (1996): "Probabilidade: Um Curso em Nível Intermediário" ("Probability: An Intermediate Level Course")


IMPA Eds., Projeto Euclides, 2nd Ed., 1996, 299 pp.

James, J. & N. Webber (2000): “Interest Rate Modelling”


John Wiley & Sons, Ltd., 2000, 654 pp.

Jammernegg, W. (1988): “Sequential Binary Investment Decisions - A Bayesian Approach”


Springer Verlag Eds., Lectures Notes in Economics and Mathematical Systems no 313, 1988, 156 pp.

Jamshidian, F. (1993): “Options and Futures Evaluation with Deterministic Volatilities”


Mathematical Finance, vol.3, no 2, April 1993, pp.149-159

Janicki, A. & A. Weron (1994): "Simulation and Chaotic Behavior of -Stable Stochastic Processes"


Marcel Dekker, Inc., Pure and Applied Mathematics Series, 1994, 355 pp.

Jankensgård, H. (2001): “The Option to Defer - Modeling the Opportunity Cost under Competition”


Bachelor's Thesis, Dalarna University, Sweden, 2001, 57 pp.

Jarrow, R.A. (1999): “In Honor of Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World”


Journal of Economic Perspectives, vpl.13, no 4, Fall 1999, pp.229-248

Jarrow, R.A. (1996): “Modelling Fixed Income Securities and Interest Rate Options”


McGraw-Hill Co. Inc., 1996, 256 pp.

Jarrow, R.A., Eds. (1995): “Over the Rainbow – Developments in Exotic Options and Complex Swaps”


Risk Publications, 1995, 343 pp.

Jarrow, R.A. & D.B. Madan (1996): “Is Mean-Variance Analysis Vacuous: or Was Beta Still Born”


Working Paper Cornell University and University of Maryland, March 1996, 21pp.

Jarrow, R.A. & V. Maksimovic & W.T. Ziemba, Eds. (1995): “Finance"


North-Holland, Handbooks in Operation Research and Management Science – Vol.9, 1995, 1160 pp.

Jarrow, R. & S. Turnbull (1996): “Derivative Securities”


South-Western College Publishing, 1996, 686 pp.

Jarrow, R. & A. Rudd (1982): “Approximate Option Valuation for Arbitrary Stochastic Processes”


Journal of Financial Economics, no 10, 1982, pp.347-369

Jazwinski, A.H. (1970): "Stochastic Processes and Filtering Theory"


Academic Press, 1970, 376 pp.

Jegadeesh, N. & B. Tuckman, Eds. (2000): "Advanced Fixed-Income Valuation Tools"


John Wiley & Sons, Inc., 2000, 414 pp.

Jehle, G.A. & P.J. Reny (2001): “Advanced Microeconomic Theory”


Addison Wesley, 2nd Ed., 543 pp.

Jen, F.C. & D. Choi & S.-H. Lee (1997): “Some New Evidence on Why Companies Use Convertible Bonds”


Journal of Applied Corporate Finance, vol.10, no 1, Spring 1997, pp.44-53

Jennergren, L.P. & B. Näslund (1996): “A Class of Options with Stochastic Lives and an Extension of the Black & Scholes Formula”


European Journal of Operational Research, vol.91, no 2, June 1996, pp.229-234

Jensen, F.V. (2001): "Bayesian Networks and Decision Graphs"


Springer-Verlag New york, 2001, 268 pp.

Jensen, F.V. (1996): "An Introduction to Bayesian Networks"


Taylor & Francis/UCL Press, 1996, 178 pp.

Jensen, M.C. (2001): “Corporate Budgeting Is Broken – Let's Fix It”


Harvard Business Review, November 2001, pp.94-101

Jensen, M.C. (2000): “A Theory of the Firm – Governance, Residual Claims, and Organizational Forms”


Harvard University Press, 2000, 311 pp.

Jensen, M.C. & W.H. Meckling (1976): “Theory of the Firm: Managerial Behavior, Agency Costs and Capital Structure”


Journal of Financial Economics, vol.3, 1976, pp. 305-360

Jensen, J.L. & J. Pedersen (1999): “Ornstein-Uhlenbeck Type Processes with Non-Normal Distribuition”


Journal of Applied Probability, vol.36, 1999, pp.389-402

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