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subject:"Agency theory"
subject:"Managers"
~isPartOf:"Journal of financial economics"
~person:"Christoffersen, Peter F."
~subject:"Volatility"
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Agency theory
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Option pricing theory
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1988-1991
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Christoffersen, Peter F.
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Journal of financial economics
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Financial services at the crossroads: capital regulation in the twenty-first century
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
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