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Valuing real options using implied binomial trees and commodity futures options

Arnold, Tom; Crack, Timothy; Schwartz, Adam

Inferring physical probability distributions from option prices

Arnold, Tom; Crack, Timothy; Schwartz, Adam

Foreign exchange exposure of U.S. firms in the Pacific rim

Zhang, Lifan; Crack, Timothy

Growth beats value on the Bombay Stock Exchange

Sabharwal, Satneet; Crack, Timothy