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J Financ 24(1):53–68īroadie M, Detemple JB (2004) Option pricing: valuation models and applications. J Financ Quant Anal 22:153–167īrennan Michael (1979) The pricing of contingent claims in discrete time. J Polit Econ 81:637–659īodurtha J, Courtadon G (1987) Tests of the American option pricing model in the foreign currency option market. J Financ 27:399–417īlack F, Scholes M (1973) The pricing of options and corporate liabilities. Financ Anal J 31(36–41):61–72īlack F, Scholes M (1972) The valuation of option contracts and a test of market efficiency. J Econom 116:387–404īlack F (1975) Fact and fantasy in the use of options. ![]() Rev Financ Stud 9:69–107īates DS (2003) Empirical option pricing: a retrospection. J Financ 46:1009–1044īates D (1996) Jumps and stochastic volatility: exchange rate processes implicit in deutsche mark options. J Financ 52:2003–2049īates D (1991) The crash of 87’: Was it expected? The evidence from options markets. J Financ 53(2):499–547īakshi GS, Cao C, Chen Z (1997) Empirical performance of alternative option pricing models. Ait-Sahalia Y, Lo AW (1998) Nonparametric estimation of state-price densities implicit in financial asset prices. ![]() ![]() ![]() įree body diagram – Types of supports –Action and reaction forces –stable equilibrium – Moments and Couples – Moment of a force about a point and about an axis – Vectorial representation of moments and couples – Scalar components of a moment – Varignon’s theorem – Single equivalent force -Equilibrium of Rigid bodies in two dimensions – Equilibrium of Rigid bodies in three dimensions. 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