cs21 difusión de las ideas.pdf - Exordio

BOLLERSLEV, T., R. Y. CHOU y K. F. KRONER (1992): "ARCH Modeling in
Finance: A Review of the Theory and Empirical Evidence", Journal of
Econometrics, 52, pp. 5-59.
BONESS, A. J. (1964): "Elements of a Theory of Stock-Option Value",
Journal of Political Economy, 72, pp. 163-175.
BOYLE, P. P. (1977): "Options: A Monte Carlo Approach", Journal of
Financial Economics, 4, pp. 323-338.
BOYLE, P. P. (1988): "A Lattice Framework for Option Pricing with Two
State Variables", Journal of Financial and Quantitative Analysis, 23, Nº 1,
pp. 1-12.
BOYLE, P. P., J. EVNINE y S. GIBBS (1989): "Numerical Evaluation of
Multivariate Contingent Claims", Review of Financial Studies, 2, Nº 2, pp.
241-250.
BOYLE, P. P. y E. F. KIRZNER (1985): "Pricing Complex Options: Echo-Bay
Ltd. Gold Purchase Warrants"; Canadian Journal of Administrative
Sciences, 2, pp. 294-306.
BRANCH, B. (1977): "A Tax Loss Trading Rule", Journal of Finance, 47,
pp. 553-575.
BRENNAN, M. J. (1979): "The Pricing of Contingent Claims in Discrete
Time Models", Journal of Finance, 34, pp. 53-68.
BRENNAN, M. J. y E. S. SCHWARTZ (1977a): "Saving Bonds, Retractable
Bonds and Callable Bonds", Journal of Financial Economics, 5, pp. 67-88.
BRENNAN, M. J. y E. S. SCHWARTZ (1977b): "The Valuation of American
Put Options", Journal of Finance, 32, Nº 2, pp. 449-462.
BRENNAN, M. J. y E. S. SCHWARTZ (1978): "Finite Difference Methods
and Jump Processes Arising in the Pricing of Contingent Claims: A
259