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Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V. - 2002
Persistent link: https://www.econbiz.de/10013423918
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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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Long run growth of financial data technology
Veldkamp, Laura; Farboodi, Maryam - 2018
Persistent link: https://www.econbiz.de/10012005272
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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10003945578
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Should smart investors buy funds with high returns in the past?
Palomino, Frédéric - 2002
Persistent link: https://www.econbiz.de/10013423880
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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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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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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