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What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018
Persistent link: https://www.econbiz.de/10012109721
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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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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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Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - 2015
Persistent link: https://www.econbiz.de/10010482974
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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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Price volatility and futures margins
Hardouvelis, Gikas A.; Kim, Dongcheol - 1995
Persistent link: https://www.econbiz.de/10000564035
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The effect of introducing a non-redundant derivative on the volatility of stock-market returns
Bhamra, Harjoat Singh; Uppal, Raman - 2006
Persistent link: https://www.econbiz.de/10003353062