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Michael J. Tomas

Observed names: Michael J. Tomas III, Michael Tomas
ORCID: 0000-0003-4371-1331
Observed ORCID: 0000-0003-4371-1331
OpenAlex ID: A5040781480
Mutual fund objective misclassification
2000 · Moon Kim, Ravi Shukla, et al. · Journal of Economics and Business · 115
American stochastic volatility call option pricing: A lattice based approach
1996 · Thomas J. Finucane, Michael J. Tomas · Review of Derivatives Research · 24
Complements or substitutes? Equivalent futures contract markets—the case of corn and soybean futures on U.S. and Japanese exchanges
2002 · Mark E. Holder, R. Daniel Pace, et al. · Journal of Futures Markets · 22
Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange
2004 · Alex Frino, Frederick H. deB. Harris, et al. · Journal of Futures Markets · 18
The NBA Draft
2011 · Barbara Arel, Michael J. Tomas · Journal of Sports Economics · 10
The Effect of Fraud Diamond Capability Measures on Fraud Occurrence
2023 · Barbara Arel, Michael J. Tomas, et al. · Journal of Forensic Accounting Research · 9
An application of finite elements to option pricing
2000 · Michael J. Tomas, Kishore K. Yalamanchili · Journal of Futures Markets · 8
Ratcheting Up: Adjusting the Incentives in the NBA Draft
2019 · Barbara Arel, Michael J. Tomas · International Journal of Sport Finance · 4
Why Do Insurance-Linked Exchange-Traded Derivatives Fail?
2014 · Sylvie Bouriaux, Michael J. Tomas · RePEc: Research Papers in Economics · 3
An Asymptotic Solution for Call Options on Zero-Coupon Bonds
2021 · Michael J. Tomas, Jun Yu · Mathematics · 2
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Two-Factor Convertible Bond Pricing with Pull-to-Par
2024 · Michael J. Tomas, Jun Yu · The Journal of Fixed Income
Option Pricing with Finite Difference Using a Pull-to-Par Bond Model
2023 · Michael J. Tomas, Jun Yu · The Journal of Fixed Income
An Alternative Method for Analytical Solutions of Two-Dimensional Black-Scholes-Merton Equation
2023 · Jun Yu, Michael J. Tomas · Journal of Applied Mathematics
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A Pull-to-Par Binomial Model for Pricing Options on Bonds
2023 · Michael J. Tomas, Jun Yu · The Journal of Derivatives
A Heuristic Algorithm for the Heath–Jarrow–Morton Model
2016 · Hung Do, Michael J. Tomas · The Journal of Fixed Income
Use of Interest Rate Derivatives by U.S. Based Domestic and Global Bond Mutual Funds
2009 · Michael J. Tomas III, Sylvie Bouriaux · Journal of Management Research
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The Export Trading Company Act:
1992 · Michael J. Tomas III, Donald G Howard · Journal of Marketing Channels
Works count: 17
Citation count: 215
H-index: 7
I10-index: 5
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