DOCUMENT RESUME ED 052 685 HE 002 289 AUTHOR Whaley ...
I have truly enjoyed our collaboration as well as the various discussions we had in the last year. Furthermore, I would like to thank Dr. Robert ...
Are the Market Effects Associated with Revisions to the TSE300 ...We thank Michael Brennan, Richard Roll, Avanidhar. Subrahmanyam, and Bob Whaley for very helpful and detailed comments, and Peter Carr,. Louis Ederington, ... American-Type Exotic Options and Risk Management in Lévy ...I would like to acknowledge my supervisors, Prof. Robert Lensink and Dr. Ger. Lanjouw, for their invaluable feedback and support over the last four years. Does the Early Exercise Premium Contain Information about Future ...Whaley, Valere Blair Potter Professor of Management and Co-Director of the FMRC, Owen Graduate School of Management, Vanderbilt University.
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