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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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Stock market quality in the presence of a traded option
DeJong, Cyriel - 2002
Persistent link: https://www.econbiz.de/10013423765
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Demand-based option pricing
Garleanu, Nicolae B.; Pedersen, Lasse Heje; Poteshman, … - 2006
Persistent link: https://www.econbiz.de/10003294309
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Option prices and costly short-selling
Başak, Suleyman; Atmaz, Adem - 2018
Persistent link: https://www.econbiz.de/10011936171
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The supermodular stochastic ordering
Meyer, Margaret A.; Strulovici, Bruno - 2013
Persistent link: https://www.econbiz.de/10009760720
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10003945578
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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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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001499414
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Volatile income shares in Switzerland? : reassessing the evolution between 1981 and 2009
Foellmi, Reto; Martinez, Isabel Z. - 2014
Persistent link: https://www.econbiz.de/10010381942