Closed-Form Option Pricing Formulas with Extreme Events 12.51
Antonio Camara, Steven Heston
Journal of Futures Markets, vol. 28, 2008, p. 213-230.

Option Pricing for the Transformed-Binomial Class 12.51
Antonio Camara, San-Lin Chung
Journal of Futures Markets, vol. 26, 2006, p. 759-787.

Valuation of Event-Contingent Options 23.22
Antonio Camara
Journal of Financial Research, vol. 29, 2006, p. 537-557.

Option Prices Sustained by Risk-Preferences 33.14
Antonio Camara
Journal of Business, vol. 78, 2005, p. 1683-1708.

A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives 76.36
Antonio Camara
Journal of Finance, vol. 58, 2003, p. 805-819.

The Valuation of Options with Restrictions on Preferences and Distributions 25.03
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 15.65
Antonio Camara
Review Of Derivatives Research, vol. 3, 1999, p. 67-83.