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Implementing option pricing models when asset returns are predictable
Lo, Andrew W. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 53-85
Persistent link: https://www.econbiz.de/10001178320
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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Option pricing and the martingale restriction
Longstaff, Francis A. - In: The review of financial studies 8 (1995) 4, pp. 1091-1124
Persistent link: https://www.econbiz.de/10001198365
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Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan - In: The review of financial studies 8 (1995) 4, pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
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Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi - In: The review of financial studies 9 (1996) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Amin, Kaushik I. - In: The review of financial studies 10 (1997) 2, pp. 333-367
Persistent link: https://www.econbiz.de/10001220589
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The equilibrium valuation of risky discrete cash flows in continuous time
Shimko, David C. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1373-1383
Persistent link: https://www.econbiz.de/10001080353
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Default risk and the duration of zero coupon bonds
Chance, Don M. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 265-274
Persistent link: https://www.econbiz.de/10001084191