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ECONIS (ZBW)
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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
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
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2010
Persistent link: https://www.econbiz.de/10003945578
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4
On model selection and Markov switching : a empirical examination of term structure models with regime shifts
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
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Spagnolo, …
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2003
Persistent link: https://www.econbiz.de/10001903065
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5
Option-based credit spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
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2014
Persistent link: https://www.econbiz.de/10010465600
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6
Time-series and cross-section information in affine term structure models
Jong, Frank de
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1999
Persistent link: https://www.econbiz.de/10013422714
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Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
-
2006
Persistent link: https://www.econbiz.de/10003284893
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Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10003879962
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9
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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10
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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