Herb Johnson

Extendible options: The general case

Y. Peter Chung, Herb Johnson, H. Johnson, 2011 .

Asset Pricing When Returns are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments

Herb Johnson, Michael J. Schill, H. Johnson, 2001 .

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options

Herb Johnson, Kalok Chan, H. Johnson, 1995, Journal of Financial and Quantitative Analysis.

A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske‐Johnson Approach

Herb Johnson, David S. Bunch, H. Johnson, 1992 .

The Pricing of Options with Default Risk

Herb Johnson, René M. Stulz, H. Johnson, 1987 .

Gas Wars: Retail Gasoline Fluctuations

Herb Johnson, Rick Castanias, 1993 .

The American Put Option and Its Critical Stock Price

Herb Johnson, David S. Bunch, H. Johnson, 2000 .