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Author

Name:
Antonio Camara
Educations:
Ph D: Lancaster U, Finance, 1997
Master: UTL, Finance, 1992
Bachelor: UCP, Business, 1987
e-mail:
acamara@okstate.edu
URL:
http://spears.okstate.edu/~acamara/
Articles 7:

Closed-Form Option Pricing Formulas with Extreme Events
Antonio Camara, Steven Heston
Journal of Futures Markets, vol. 28, 2008, p. 213-230.

Option Pricing for the Transformed-Binomial Class
Antonio Camara, San-Lin Chung
Journal of Futures Markets, vol. 26, 2006, p. 759-787.

Valuation of Event-Contingent Options
Antonio Camara
Journal of Financial Research, vol. 29, 2006, p. 537-557.

Option Prices Sustained by Risk-Preferences
Antonio Camara
Journal of Business, vol. 78, 2005, p. 1683-1708.

A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives
Antonio Camara
Journal of Finance, vol. 58, 2003, p. 805-819.

The Valuation of Options with Restrictions on Preferences and Distributions
Antonio Camara
Journal of Futures Markets, vol. 12, 2001, p. 1091-1117.

An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims
Antonio Camara
Review Of Derivatives Research, vol. 3, 1999, p. 67-83.

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