Papers, text-books, and dissertations

^. Technology Management, July-August 2000, pp. 35-49

McMillan, J. (1992): “Games, Strategies, & Managers”

Oxford University Press, Inc., 1992, 252 pp.

Medeiros, P.Y. (2000): “Aplicação de Opções Reais no Mercado Imobiliário” (Application of Real Options in the Real Estate Market)

Working Paper, Dept. of Economics, PUC-Rio, October 2000, 24 pp. (in Portuguese)

Melino, A. & S.M. Turnbull (1995):

“Misspecification and the Pricing and Hedging of Long-Term Foreign Currency Options”
Journal of International Money and Finance, vol.14, n^o 3, June 1995, pp.373-393

Mello, A.S. & J.E. Parsons (1999): “Strategic Hedging”

Journal of Applied Corporate Finance, vol.12, n^o 3, Fall 1999, pp.43-54

Mello, A.S. & J.E. Parsons (1992): “Measuring the Agency Cost of Debt”

Journal of Finance, vol. 47, n^o 5, December 1992, pp.1887-1904

Mello, A.S. & J.E. Parsons & A.J. Triantis (1995):

“An Integrated Model of Multinational Flexibility and Financial Hedging”
Journal of International Economics vol.39, 1995, pp.27-51

Mendelson, B. (1975): "Introduction to Topology"

Dover Edition, 3^rd ed., 1990 (original by Allyn and Bacon, Inc., 1975), 206 pp.

Menkveld, B. & T. Vorst (1998): “A Pricing Model for American Options with Stochastic Interest Rates”

Working Paper, Erasmus University Rotterdam, February 1998, 29 pp.

Merton, R.C. (1998): “Applications of Option-Pricing Theory: Twenty-Five Years Later”

American Economic Review, June 1998, pp.323-349

Merton, R.C. (1990): “Continuous-Time Finance”

Blackwell Publishers Inc, Cambridge, MA, 1990 (revised edition, 1992), 734 pp.

Merton, R.C. (1987): “A Simple Model of Capital Market Equilibrium with Incomplete Information”

Journal of Finance, vol. 42, n^o 3, July 1987, pp.483-510

Merton, R.C. (1977): “On the Pricing of Contingent Claims and the Modigliani-Miller Theorem”

Journal of Financial Economics, n^o 5, 1977, pp.241-249

Merton, R.C. (1976): “Option Pricing when Underlying Stock Returns Are Discontinuous”

Journal of Financial Economics n^o 3, pp. 125-144

Merton, R.C. (1974): “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates”

Journal of Finance, vol.29, n^o 2, May 1974, pp.449-470

Merton, R.C. (1973a): “Theory of Rational Option Pricing”

Bell Journal of Economics and Management Science, n^o 4, Spring 1973, pp.141-183

Merton, R.C. (1973b): “An Intertemporal Capital Asset Pricing Model”

Econometrica, vol.41, n^o 5, September 1973, pp.867-887

Merton, R.C. (1971): “Optimum Consumption and Portfolio Rules in a Continuous-Time Model”

Journal of Economic Theory, vol.3, 1971, pp.373-413

Merton, R.C. (1969): “Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case”

Review of Economic and Statistics, vol.51, n^o 3, August 1969, pp.247-257

Merville, L.J. & C. Mishra (1991):

“Capital Investment and Firm Leverage: A Corporate Real-Options Approach”
Research in Finance, vol.9, JAI Press Inc., 1991, pp.49-73

Mesterton-Gibbons, M. (2001): “An Introduction to Game-Theoretic Modelling”

American Mathematical Society, 2^nd Ed., 2001, 368 pp.

Metcalf, G.E. & K.A. Hasset (1996): “Can Irreversibility Explain the Slow Diffusion of Energy Saving Technologies?”

Energy Policy, vol.24, n^o 1, 1996, pp.7-8

Metcalf, G.E. & K.A. Hasset (1995a): “Investment under Alternative Return Assumptions Comparing Random Walks and Mean Reversion”

Journal of Economic Dynamics and Control, vol.19, November 1995, pp.1471-1488

Metcalf, G.E. & K.A. Hasset (1995b): “Investment under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion”

NBER Technical Working Paper n^o 175, March 1995

Metcalf, G.E. & K.A. Hasset (1993): “Energy Conservation Investment. Do Consumers Discount the Future Correctly?”

Energy Policy, vol.21, n^o 6, June 1993, pp.710-716

Metropolis, N. & S. Ulam (1949): "The Monte Carlo Method"

Journal of the American Statistical Association, vol.44, n^o 247, September 1949, pp.335-341

Meyer, M. (2001): "Continuous Stochastic Calculus with Applications to Finance"

Chapman & Hall/CRC, 2001, 319 pp.

Micalizzi, A. (1999a): "Timing to Invest and Value of Managerial Flexibility. Schering Plough Case Study"

Paper presented at the to the 3^rd Annual International Conference on Real Options, June 1999, Netherlands, 29 pp.

Micalizzi, A. (1999b): "The Flexibility for Discontinuing Product Development Expansion: The Glaxo-Wellcome Case"

in L. Trigeorgis, Eds., "Real Options and Business Strategy - Applications to Decision Making" - Risk Books, 1999, pp. 85-116

Micalizzi, A. & L. Trigeorgis, Eds. (1999): "Real Options Applications – Proceedings of the First Milan International Workshop on Real Options"

E.G.E.A., Università Bocconi, 1999, 219 pp.

Michalewicz, Z. (1996): “Genetic Algorithms + Data Structures = Evolution Programs”

Springer-Verlag, Third Edition, 1996, 387 pp.

Michalewicz, Z. & D.B. Fogel (2000): “How to Solve It: Modern Heuristics”

Springer-Verlag, corrected second printing, 2000, 467 pp.

Mikosch, T. (1998): Elementary Stochastic Calculus with Finance in View"

World Scientific Publishing, 1998, 212 pp.

Milano, G.V. (2000): “EVA and the New Economy”

Journal of Applied Corporate Finance, vol.13, n^o 2, Summer 2000, pp.118-128

Milgrom, P.R. & J. Roberts (1992): “Economics, Organization & Management”

Prentice-Hall, Inc., Upper Saddle River, 1992, 621 pp.

Milgrom, P.R. & R.J. Weber (1985): “Distributional Strategies for Games with Incomplete Information”

Mathematics of Operations Research, vol.10, n^o 4, November 1985, pp.619-632

Milgrom, P.R. & R.J. Weber (1982): “A Theory of Actions and Competitive Bidding”

Econometrica, vol.50, 1982, pp.1089-1122

Miller, Marcus & L. Zhang (1996): “Oil Prices Hikes and Development Triggers in Peace and War”

Economic Journal, vol.106, March 1996, pp.445-457

Miller, M.H. (2000): “The History of Finance: An Eyewitness Account”

Journal of Applied Corporate Finance, vol.13, n^o 2, Summer 2000, pp.8-14

Miller, M.H. (1997): “Merton Miller on Derivatives”

John Wiley & Sons, Inc., 1997, 226 pp.

Miller, M.H. (1988): “The Modigliani-Miller Propositions after Thirty Years”

The New Corporate Finance - When Theory Meets Pratice, Ed. D.H. Chew Jr., 1993,
McGraw-Hill Inc. pp.129-141
OBS: this paper is a managerial version from the main paper (1988)

Miller, R. & D.R. Lessard (2000): “The Strategic Management of Large Engineering Projects”

MIT Press, 2000, 237 pp.

Mills, T.C. (1993): “The Econometrics Modelling of Financial Time Series”

Cambridge University Press, 1993, 247 pp.

Milne, A. & A.E. Whalley (2000): “‘Time to Build, Option Value and Investment Decisions’: a Comment”

Journal of Financial Economics, vol.56, 2000, pp. 325-332

Milne, A. & A.E. Whalley (1996): “New Analysis of a Model of Time to Build”

University of Surrey Working Paper, May 1996, 26 pp.

Milne, F. (1995): “Finance Theory and Asset Pricing”

Oxford University Press, 1995, 128 pp.

Miltersen, K.R. & E.S. Schwartz (2002): "R&D Investments with Competitive Interactions"

Working Paper n^o 11-02, UCLA, September 2002, 35 pp.

Minardi, A.M.A.F. (2000): “Options Theory Applied to Investment Projects” (“Teoria das Opções Aplicada a Projetos de Investimento”)

RAE (Revista de Administração de Empresas), Abril/Jun. 2000, pp.74-79 (in Portuguese)

Mintz, S.L. (1999): "Getting Real"

CFO Magazine, November 1999, 7 pp.

Miranda, M.J. & P.L. Fackler (2002): "Applied Computational Economics and Finance"

MIT Press, Cambridge (MA, USA), 2002, 510 pp.

Mirrlees, J.A. (1999): “The Theory of Moral Hazard and Unobservable Behaviour: Part I”

Review of Economic Studies, vol.66, 1999, pp. 3-21

Mishkin, F.S. (1998): “The Economics of Money, Banking and Financial Markets”

LTC Ed. S.A. (Brazilian edition, 2000), original by Addison Wesley L. Inc., 5^th ed., 1998, 474 pp.

Mitchell, M. (1996): “An Introduction to Genetic Algorithms”

MIT Press, 1996, 208 pp.

Mitchell, T.M. (1997): “Machine Learning”

McGraw-Hill Co., Inc., 1997, 414 pp.

Mitchell, G.R. & W.F. Hamilton (1988): “Managing R&D as a Strategic Option”

Research Management, vol.31, May-June 1988, pp.15-22

Modigliani, F. & M.H. Miller (1958):

“The Cost of Capital, Corporation Finance and the Theory of Investment”
American Economic Review, vol.48, n^o 3 , June 1958, pp.261-297

Moel, A. & P. Tufano (2002): "When Are Real Options Exercised? An Empirical Study of Mine Closings"

Review of Financial Studies, Spring 2002, vol.15, n^o 1, pp.35-64

Moel, A. & P. Tufano (1999): "Bidding for the Antamina Mine: Valuation and Incentives In a Real Options Context"

Paper presented at the 3^rd Annual International Conference on Real Options, Wassenaar, The Netherlands, 40 pp.

Mohaghegh, S. (2000): “Virtual-Intelligence Applications in Petroleum Engineering: Part 2 – Evolutionary Computing”

Journal of Petroleum Technology, October 2000, pp.40

Monahan, J.F. (2001): "Numerical Methods of Statistics"

Cambridge University Press, 2001, 428 pp.

Monteiro, P.K. (1999): “Introdução à Integração Estocástica” (“Introduction to Stochastic Integration”)

Ensaios Economicos, FGV, July 1999, 53 pp. (in Portuguese)

Montero, J.P. (1997): “Optimal Design of a Phase-in Emissions Trading Program with Voluntary Compliance Options”

Working Paper 97-004, MIT Center for Energy and Environmental Policy Research, July 1997, 24 pp.

Mooney, C.Z. (1997): “Monte Carlo Simulation”

Sage Publication, Inc., Thousand Oaks, 1997, 103 pp.

Moore, J.C. (1999a): "Mathematical Methods for Economic Theory 1"

Springer Verlag Berlin Heidelberg, 1999, 414 pp.

Moore, J.C. (1999b): "Mathematical Methods for Economic Theory 2"

Springer Verlag Berlin Heidelberg, 1999, 339 pp.

Moore, W.T. (2001): “Real Options & Option-Embedded Securities”

John Wiley & Sons, Inc., 2001, 294 pp.

Morck, R. & E. Schwartz & D. Stangeland (1989):

“The Valuation of Forestry Resources under Stochastic Prices and Inventories”
Journal of Financial and Quantitative Analysis, n^o 24, pp.473-487

Mordecki, E. (2000a): “Perpetual Options for Lévy Processes in the Bachelier Model”

Working Paper, Universidad de la República, Uruguay, October 2000, 12 pp.

Mordecki, E. (2000b): “Optimal Stopping, Ruin Probabilities and Prophet Inequalities for Lévy Processes”

Working Paper, Universidad de la República, Uruguay, 2000, 19 pp.

Mordecki, E. (1999): “Optimal Stopping for a Diffusion with Jumps”

Finance and Stochastics, vol.3, n^o 2, 1999, pp.227-236

Moreira, A.R.B. & K.M.C. Rocha & P.A.M-S. David (2001): “Effects of New Brazilian Electrical Power Regulatory Framework on Generation Investments”

Working Paper, IPEA and Furnas, Rio de Janeiro, 15 pp.

Moreno, M. & J.F. Navas (2001): “On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives”

Working Paper, Universitat Pompeu Fabra and Instituto de Empresa (Spain), April 2001, 36 pp.

Moretto, M. & S. Pastorello (1995): “Entry-Exit Timing and Profit Sharing”

Working Paper, Università di Padova & Università di Bologna, Italy, September 1995

Moretto, M. & G. Rossini (1997): "Profit Sharing Regulation and Repeated Bargaining with Shut-Down Option"

Economic Design, vol.2, n^o 4, 1997, pp.339-368

Moretto, M. & G. Rossini (1995): “The Shut Down Option and Profit Sharing”

Journal of Comparative Economics, vol.21, 1995, pp.154-186

Morgan, B.J.T. (2000): "Applied Stochastic Modelling"

Arnold Publishers, 2000, 297 pp.

Morgan, M.G. & M. Henrion with M. Small (1990): "Uncertainty – A Guide to Dealing with Uncertainty in Quantitative Risk and Policy Analysis"

Cambridge University Press, 1990, 332 pp.

Moro, B. (1995): “The Full Monte”

Risk, vol.8, n^o 2, February 1995

Morokoff, W.J. (1998): “Generating Quasi-Random Paths for Stochastic Processes”

SIAM Review, vol.40, n^o 4, December 1998, pp. 765-788

Morokoff, W.J. (1997): “Generating Quasi-Random Paths for Stochastic Processes”

Working Paper, UCLA, Mathematics Dept., February 1997, 28 pp.

Morokoff, W.J. & R.E. Caflisch (1994): “Quasi-Random Sequences and Their Discrepancies”

SIAM Journal of Scientific Computing, vol.15, n^o 6, November 1994, pp.1251-1279

Morris, P.A. & E.O. Teisberg & A.L. Kolbe (1991): “When Choosing R&D Projects, Go with Long Shots”

Research Technology Management, January-February 1991, pp.35-40

Morton, K.W. & D.F. Mayers (1994): “Numerical Solution of Partial Differential Equations”

Cambridge University Press, 1994, 227 pp.

Moura, C.A. de (2002): "Análise Funcional para Aplicações – Posologia" (Functional Analysis for Applications – Posology)

Ed. Ciência Moderna, 2002, 217 pp. (in Portuguese)

Motwani, R. & P. Raghavan (1995): "Randomized Algorithms"

Cambridge University Press, 1995, 476 pp.

Mueller, M.J. (1994):

“Behaviour of Non-Renewable Natural Resource Firms Under Uncertainty. Optimizing or ad hoc”
Energy Economics, vol.16, n^o 1, 1994, pp.9-21

Muhtaseb, M.R. (1995): “An Option Pricing Theory Explanation of the Increase in the Divorce Rate”

Applied Economics Letters, vol.2, n^o 6, June 1995, pp.174-176

Müller, A. & D. Stoyan (2002): “Comparison Methods for Stochastic Models and Risks”

John Wiley & Sons Ltd., 2002, 330 pp.

Mullins Jr., D.W. (1982): “Does the Capital Asset Pricing Model Work?

Harvard Business Review, vol.60, no 1, January-February 1982, pp.105-114

Mun, J. (2002): "Real Options Analysis – Tools and Techniques for Valuing Strategic Investments and Decisions"

John Wiley & Sons, Inc., 2002, 386 pp.

Muralidhar, A. (1992a): "Valuing the Financial Flexibility of a Multinational Enterprise: An Options Pricing Approach"

Ph.D thesis, Chapter 2, MIT Sloan School of Management, 1992, pp.57-99

Muralidhar, A. (1992b): "Valuing the Operational Flexibility of a Multinational Enterprise (with Implications for Investment Location and Capacity Choice Decisions)"

Ph.D thesis, Chapter 3, MIT Sloan School of Management, 1992, pp.100-151

Murto, P. (2002): "Exit in Duopoly under Uncertainty"

Working Paper, Helsinki University of Technology, August 2002, 42 pp.

Murto, P. & E. Näsäkkälä & J. Keppo (2002): "Timing of Investments in Oligopoly under Uncertainty: A Framework for Numerical Analysis"

Working Paper, Helsinki University of Technology & University of Michigan, 2002, 30 pp.

Musiela, M. & M. Rutkowski (1997): “Martingale Methods in Financial Modelling”

Springer Verlag, Applications of Mathematics n^o 36, 1997, 512 pp.

Muthoo, A. (1999): “Bargaining Theory with Applications”

Cambridge University Press, 1999, 357 pp.

Myers, S.C. (2001): "Capital Structure"

Journal of Economic Perspectives, vol.15/2, Spring 2001, pp.81-102

Myers, S.C. (1984a): “Finance Theory and Financial Strategy”

Interfaces, vol.14, January-February 1984, pp.126-137

Myers, S.C. (1984b): “The Capital Structure Puzzle”

Journal of Finance, vol.39, n^o 3, July 1984, pp.575-592

Myers, S.C. (1977): “Determinants of Corporate Borrowing”

Journal of Financial Economics, n^o 5, November 1977, pp.147-175

Myers, S.C. & S. Majd (1990): “Abandonment Value and Project Life”

Advances in Futures and Options Research, vol.4, 1990, pp.1-21

Myers, S. & N. Majluf (1984): “Corporate Financing and Investment Decisions when Firms Have Information that Investors do not Have”

Journal of Financial Economics, vol.13, 1984, pp.187-221

Myers, S.C. & J.A. Read, Jr. (2001): "Capital Allocation for Insurance Companies"

Journal of Risk and Insurance, vol.68, n^o 4, pp.545-580

Myers, S.C. & L. Shyam-Sunder (1992): “Cost of Capital Estimates for Investment in Pharmaceutical Research & Development”

Working Paper 1-92, Program on the Pharmaceutical Industry MIT-Sloan, 1992, 44 pp.

Myers, S.C. & S. Turnbull (1977):

“Capital Budgeting and the Capital Asset Pricing Model: Good News and Bad News”
Journal of Finance, vol.32, n^o 2, May 1977, pp.321-333

Myerson, R.B. (1991): “Game Theory – Analysis of Conflict”

Harvard University Press, Cambridge (USA), 1991, 568 pp.

Nagel, E. & J.R. Newman (2001): "Gödel's Proof"

Brazilian Edition by Ed. Perspectiva (original by New York University Press), 2^nd Ed., 2001, 100 pp.

Naik, V. & M. Lee (1990): “General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns”

Review of Financial Studies, vol.3, n^o 4, 1990, pp.493-521

Nair, S.K. (1995): “Modeling Strategic Investment Decisions under Sequencial Technological Change”

Management Science, vol.41, n^o 2, February 1995, pp.282-297

Nasar, S. (1998): "A Beautiful Mind"

Faber and Faber Ltd., 1998, 463 pp.

Nau, R.F. (1992): “Joint Coherence in Games of Incomplete Information”

Management Science, vol.38, n^o 3, March 1992, pp. 374-387

Neff, C. (2003): "Corporate Finance, Innovation, and Strategic Competition"

Springer Verlag Berlin Heidelberg, 218 pp.

Neftci, S.N. (2000): “An Introduction to the Mathematics of Financial Derivatives”

Academic Press, 2^nd Ed., 2000, 527 pp.

Nelken, I. (2000a): “Pricing, Hedging, and Trading Exotic Options”

Irwin Professional Publishing, 2000, 311 pp.

Nelken, I., Eds. (2000b): “Handbook of Hybrid Instruments – Convertible Bonds, Preferred Shares, Lyons, Elks, Decs and Other Mandatory Convertible Notes”

John Wiley & Sons Ltd., 2000, 236 pp.

Nelken, I., Eds. (1997): “Option Embedded Bonds”

Irwin Professional Publishing, 1997, 305 pp.

Nelken, I., Eds. (1996): “The Handbook of Exotic Options”

Irwin Professional Publishing, 1996, 362 pp.

Nelsen, R.B. (2000): "Proofs without Words II – Excercises in Visual Thinking"

Mathematical Association of America, 2000, 130 pp.

Nelsen, R.B. (1999): "An Introduction to Copulas"

Lectures Notes in Statistics v.139, Springer Verlag New York, 1999, 216 pp.

Nelsen, R.B. (1993): "Proofs without Words – Excercises in Visual Thinking"

Mathematical Association of America, 1993, 152 pp.

Nelson, B.L. (1995): “Stochastic Modeling – Analysis & Simulation”

McGraw-Hill, Inc., 1995, 321 pp.

Nelson, R.R. & S.G. Winter (1982): "An Evolutionary Theory of Economic Change"

Belknap Press of Harvard University Press, 1982, 437 pp.

Nembhard, H.B. & L. Shi & M. Aktan (2000): “A Real Options Design for Quality Control Charts”

Proceedings of the 2000 Winter Simulation Conference, 2000, pp.597-603

Nembhard, H.B. & L. Shi & C.S. Park (2000): “Real Option Models for Managing Manufacturing System Changes in the New Economy”

Engineering Economist, vol.45, n^o 3, 2000, pp.232-258

Nepomuceno Filho, F. (1997): “Decision-Making in Risk Projects in Oil Exploration”

Doctoral Dissertation, Inst. de Geociências, Unicamp, 1997, 243 pp. (in Portuguese)

Nichols, N.A. (1994): “Scientific Management at Merck: An Interview with CFO Judy Lewent”

Harvard Business Review, January-February 1994, pp.89-99

Nichols, N.A. (1993): “Efficient? Chaotic? What’s the New Finance?”

Havard Business Review, vol.71, n^o 2, March-April 1993, pp.50-60

Niederreiter, H. (1992): “Random Number Generation and Quasi-Monte Carlo Methods”

SIAM, CBMS 63, 1992, 241 pp.

Niederreiter, H. & P. Hellekalek & G. Larcher & P. Zinterhof, Eds. (1998): “Monte Carlo and Quasi-Monte Carlo Methods 1996”

Springer-Verlag New York, Lectures Notes in Statistics, 1998, 448 pp.

Niederreiter, H. & P.J.-S. Shiue, Eds. (1994): “Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing – Proceedings of a Conference in Las Vegas, 1994”

Springer-Verlag New York, Lectures Notes in Statistics 106, 1995, 372 pp.

Niederreiter, H. & J. Spanier, Eds. (2000): “Monte Carlo and Quasi-Monte Carlo Methods 1998”

Springer-Verlag Berlin Heidelberg New York, Proceedings Claremont Conference 1998, 470 pp.

Nielsen, L.T. (1999): “Pricing and Hedging of Derivative Securities”

Oxford University Press, 1999, 444 pp.

Nielsen, S.S., Eds. (2002): "Programming Languages and Systems in Computational Economics and Finance"

Kluwer Academic Publishers, 2002, 460 pp.

Nietert, B. (1997): “Jump/Diffusion Option Pricing – A Reexamination from a Economic Point of View”

Working Paper 3/1997, Passau University, June 1997, 37 pp.

Nordal, K.B. (1997): “Investment and Taxation – A Bargaining Approach to the Oil Industry”

Paper presented in Copenhagen Symposium on Real Options, September 1997, 28 pp.

Nordhaus, W.D. (1991): “To Slow or Not to Slow: The Economics of the Greenhouse Effect”

Economic Journal, n^o 101, July 1991, pp.920-937

Noriega-Muro, A.E. (1993): “Nonstationarity and Structural Breaks in Economic Time Series”

Avebury Pub. Ltd., Hants, England, 1993, 256 pp.

Nowakowski, R.I., Eds. (1996): “Games of No Chance”

Cambridge University Press, MSRI Pub. Vol.29, 1996, 537 pp.

O’Brien, J. & S. Srivastava (1995a): “Investments – A Visual Approach: Vol.1 Modern Portfolio Theory and CAPM Tutor Software”

South-Western College Publishing, 1995, 182 pp.

O’Brien, J. & S. Srivastava (1995b): “Investments – A Visual Approach: Vol.2 Option Valuation and Option Tutor”

South-Western College Publishing, 1995, 190 pp.

O’Brien, J. & S. Srivastava (1996): “Investments – A Visual Approach: Vol.3 Bond Valuation and Bond Tutor”

South-Western College Publishing, 1996, 230 pp.

O’Grady, P. (1999): “The Age of Modularity”

Adams and Steele Publishers, 1999, 247 pp.

ksendal, A. (2000): “Irreversible Investment Problems”

Finance and Stochastics, vol.4, 2000, pp.223-250

ksendal, B. (1995): “Stochastic Differential Equations - An Introduction with Applications”

Springer Verlag, Fourth edition, 1995, 271 pp.

Ökten, G. (1999): “Applications of a Hybrid-Monte Carlo Sequence to Option Pricing”

in Niederreiter & Spanier (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 1998 - Springer-Verlag Berlin Heidelberg New York, 2000, pp. 391-406

Ökten, G. (1997): “Contributions to the Theory of Monte Carlo and Quasi-Monte Carlo Methods”

Doctoral Dissertation, Faculty of Claremont, 1997, edited by Dissertation.com, 81 pp.

Oldfield, G.S., Jr. & R.J. Rogalski & R.A. Jarrow (1977): “An Autoregressive Jump Process for Common Stock Returns”

Journal of Financial Economics, vol.5, 1977, pp.389-418

Oliveira, C.A.P. (1990): “Avaliação e Gerência de Jazidas de Petróleo - Uma Abordagem pela Teoria das Opções” (Valuation and Management of Petroleum Deposits - An Option Theory Approach)