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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo - 2001
Persistent link: https://www.econbiz.de/10013423607
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Pricing credit derivatives with rating transitions
Acharya, Viral V.; Das, Sanjiv R.; Sundaram, Rangarajan K. - 2002
Persistent link: https://www.econbiz.de/10013423919
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Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2011
Persistent link: https://www.econbiz.de/10009155906
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Sequential investments and options to own
Nöldeke, Georg; Schmidt, Klaus M. - 1997
Persistent link: https://www.econbiz.de/10000628962
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Evaluating the minimum asset tax on corporations : an option pricing approach
Estache, Antonio; Wijnbergen, Sweder van - 1992
Persistent link: https://www.econbiz.de/10000135297
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Understanding index option returns
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - 2007
Persistent link: https://www.econbiz.de/10003473633
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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The determinants of coco bond prices
Khah, Sara Abed Masror; Vermaelen, Theo; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011441353
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Option-based credit spreads
Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - 2014
Persistent link: https://www.econbiz.de/10010465600