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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~language:"eng"
~language:"ita"
~subject:"Asymmetric information"
~subject:"Option pricing theory"
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Asymmetric information
Option pricing theory
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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1
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
2
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
3
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
4
Ignorance promotes competition: an auction model with endogenous private valuations
Ganuza, Juan José
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747494
Saved in:
5
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
Saved in:
6
Inventory effects and trading horizons
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001546823
Saved in:
7
Buyer coalitions against monopolistic screening: on the role of asymetric information among buyers
Jeon, Doh-Shin
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001696828
Saved in:
8
Parental altruism under imperfect information: theory and evidence
Villanueva, Ernesto
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747516
Saved in:
9
Parental altruism under imperfect information: theory and evidence
Villanueva, Ernesto
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001608374
Saved in:
10
Failure to collude in the presence of asymmetric information
Jeon, Doh-Shin
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625952
Saved in:
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