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Eraker, Bjørn
7
Johannes, Michael
1
Polson, Nicholas
1
Shaliastovich, Ivan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
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OLC EcoSci
ECONIS (ZBW)
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1
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010095373
Saved in:
2
Affine General Equilibrium Models
Eraker, Bjørn
- In:
Management science : journal of the Institute for …
54
(
2008
)
12
,
pp. 2068-2080
Persistent link: https://www.econbiz.de/10008153912
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3
AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
Eraker, Bjørn
;
Shaliastovich, Ivan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 519-544
Persistent link: https://www.econbiz.de/10008103932
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4
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
Eraker, Bjørn
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1367-1404
Persistent link: https://www.econbiz.de/10006551329
Saved in:
5
The Impact of Jumps in Volatility and Returns
Eraker, Bjørn
;
Johannes, Michael
;
Polson, Nicholas
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 1269-1300
Persistent link: https://www.econbiz.de/10006555533
Saved in:
6
The 2001 JBES Invited Paper - Comment - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Eraker, Bjørn
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 327-329
Persistent link: https://www.econbiz.de/10008216273
Saved in:
7
MCMC Analysis of Diffusion Models With Application to Finance
Eraker, Bjørn
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 177-191
Persistent link: https://www.econbiz.de/10008217160
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