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A comment on "An arbitrage-free approach to quasi-option value" by Coggins and Ramezani
Mensink, Paul (contributor); Coggins, Jay S. (contributor);  … - 2004 - [Elektronische Ressource]
In their article "An Arbitrage-Free Approach to Quasi-Option Value" [J.Environm. Econom. Management 35, 103-125, 1998], Coggins and Ramezani interpreted the concept of quasi-option value introduced by Arrow and Fisher [Quart. J. Econom. 88, 1974, 312-319] as being identical to Dixit and...
Persistent link: https://www.econbiz.de/10002103280
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The Dixit-Pindyck and the Arrow-Fisher-Hanemann-Henry option values are not equivalent
Mensink, Paul (contributor); Requate, Tilman (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760290
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Mean-variance hedging under additional market information
Thierbach, Frank (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825437
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Effectiveness of hedging strategies under model misspecification and trading restrictions
Dudenhausen, Antje (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825459
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An examination of the effects of parameter misspecification
Dudenhausen, Antje (contributor); Schlögl, Lutz (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825761
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Confidence intervals for state price densities
Hlávka, Zdeněk (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
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American options, multi-armed bandits and optimal consumption plans : a unifying view
Bank, Peter (contributor); Föllmer, Hans (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917057
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Correlation risk premia for multi-asset equity options
Fengler, Matthias R. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919088
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Nonparametric methods on continuous-time finance : a selective review
Cai, Zongwu (contributor); Hong, Yongmiao (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919184
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Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R. (contributor); Wang, Qihua (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426