Narrow search
Showing 1 - 10 of 83,794
Cover Image
Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2009
Persistent link: https://www.econbiz.de/10003879962
Cover Image
Early option exercise : never say never
Pedersen, Lasse Heje; Jensen, Mads Vestergaard - 2015
Persistent link: https://www.econbiz.de/10011441359
Cover Image
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki; Sato, Seisho; Takahashi, Akihiko - In: Asia-Pacific financial markets 22 (2015) 3, pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Cover Image
Trading breaks and asymmetric information : the option markets
Kaplanski, Guy; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
Cover Image
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min; Clark, Steven P. - In: Applied mathematical finance 22 (2015) 5/6, pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Cover Image
Reassessing the ethicality of some common financial practices
Bagus, Philipp; Gabriel, Amadeus; Howden, David - In: Journal of business ethics : JOBE 136 (2016) 3, pp. 471-480
Persistent link: https://www.econbiz.de/10011521596
Cover Image
Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - 2015
Persistent link: https://www.econbiz.de/10010482974
Cover Image
Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - 2012
Persistent link: https://www.econbiz.de/10009680723
Cover Image
Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
Cover Image
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703