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Mortgage option deltas
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1
Demand-based option pricing
Garleanu, Nicolae B.
;
Pedersen, Lasse Heje
;
Poteshman, …
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2006
Persistent link: https://www.econbiz.de/10003294309
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2
Option prices and costly short-selling
Başak, Suleyman
;
Atmaz, Adem
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2018
Persistent link: https://www.econbiz.de/10011936171
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3
Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
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2006
Persistent link: https://www.econbiz.de/10003284893
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4
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
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2009
Persistent link: https://www.econbiz.de/10003879962
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Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
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2010
Persistent link: https://www.econbiz.de/10003945578
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6
Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
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2012
Persistent link: https://www.econbiz.de/10009577599
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7
Early option exercise : never say never
Pedersen, Lasse Heje
;
Jensen, Mads Vestergaard
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2015
Persistent link: https://www.econbiz.de/10011441359
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8
Rare disasters and exchange rates
Farhi, Emmanuel
;
Gabaix, Xavier
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2015
Persistent link: https://www.econbiz.de/10010482974
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9
Stock market quality in the presence of a traded option
DeJong, Cyriel
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2002
Persistent link: https://www.econbiz.de/10013423765
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10
Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
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2002
Persistent link: https://www.econbiz.de/10013423918
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