James N. Bodurtha

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PROBABILITIES AND VALUES OF EARLY EXERCISE: SPOT AND FUTURE FOREIGN Cu 0

James N. Bodurtha, Georges Courtadon, Georges Courtadon, 1995 .

Closed-end Country Funds and U.S. Market Sentiment

James N. Bodurtha, Charles M. C. Lee, Dong Soon Kim, 1993 .

Discrete-Time Valuation of American Options with Stochastic Interest Rates

James N. Bodurtha, Kaushik I. Amin, 1995 .

Efficiency Tests of the Foreign Currency Options Market

James N. Bodurtha, Georges Courtadon, 1986 .

On Determination of Stochastic Dominance Optimal Sets

James N. Bodurtha, Vijay S. Bawa, V. Bawa, 1985 .

Tests of an American Option Pricing Model on the Foreign Currency Options Market

James N. Bodurtha, Georges Courtadon, Georges Courtadon, 1987, Journal of Financial and Quantitative Analysis.

Testing the CAPM with Time-Varying Risks and Returns

James N. Bodurtha, Nelson C. Mark, 1991 .

On Determination of Dominated and Dominating Portfolios

James N. Bodurtha, 2005 .

An Asset Allocation Puzzle - Prior Perspective and Posterior Resolution

James N. Bodurtha, 2005 .

Appendix - Normally Distributed Admissible Choices are Optimal

James N. Bodurtha, Qian Shen, S. Partners, 2001 .

Economic Forces in the Stock Market : An international Perspective 23 IL ECONOMIC DETERMINANTS OF INTERNATIONAL STOCK RETURNS

James N. Bodurtha, D. Cho, 2001 .

A Linearization-Based Solution to the Ill-Posed Local Volatility Estimation Problem

James N. Bodurtha, 2000 .

Nonparametric estimation of an implied volatility surface

James N. Bodurtha, James Bodurtha, Martin Jermakyan, 1999 .

Historical and Implied Measures of "Value at Risk": The DM and Yen Case

James N. Bodurtha, Qian Shen, 1999 .

Normally Distributed Admissible Choices are Optimal

James N. Bodurtha, Qi Shen, James N. Bodurtha, 2009, The Mathematics of Preference, Choice and Order.

Probabilities and Values of Early Exercise

James N. Bodurtha, Georges Courtadon, 1995 .

Integrating Interest Rate and Currency Risk Management

James N. Bodurtha, 1994 .

The pricing of foreign currency options

James N. Bodurtha, Georges Courtadon, 1988 .

Optimal Generalized Location-Scale Distribution Investments

James N. Bodurtha, Qian Shen, S. Partners, 2004 .

Dilution and Multiple-Issue Tranches Inherent in Employee Stock Option Valuation

James N. Bodurtha, 2002 .

FAS 133 Option Fair Value Hedges

James N. Bodurtha, Daniel B. Thornton, 2002 .

For Normal Returns, Mean-Variance Admissible Choices are Optimal

James N. Bodurtha, Qian Shen, Jianhong Wu, 1997 .