Narrow search
Showing 1 - 10 of 5,406
Cover Image
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui; Ruan, Xinfeng; Zhang, Jin E. - In: Economics letters 211 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Cover Image
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin; Yang, Heejin - In: Economics letters 151 (2017), pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Cover Image
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Economics letters 145 (2016), pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Cover Image
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A. - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Cover Image
Modelling the dependency between currency and debt crises : an option based approach
Maltritz, Dominik - In: Economics letters 100 (2008) 3, pp. 344-347
Persistent link: https://www.econbiz.de/10003768771
Cover Image
Irreversible investment under uncertainty and the threat of bankruptcy
Vercammen, James Alfred - In: Economics letters 66 (2000) 3, pp. 319-325
Persistent link: https://www.econbiz.de/10001448973
Cover Image
Equity as a call option on assets : some tests for failed banks
Diba, Behzad - In: Economics letters 48 (1995) 3, pp. 389-397
Persistent link: https://www.econbiz.de/10001184779
Cover Image
Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
Chichilnisky, Graciela - In: Economics letters 48 (1995) 3, pp. 379-388
Persistent link: https://www.econbiz.de/10001184781
Cover Image
Alternative derivation of the leximin principle
Mori, Osamu - In: Economics letters 124 (2014) 1, pp. 157-159
Persistent link: https://www.econbiz.de/10010490532
Cover Image
Credit default swaps and risk-shifting
Campello, Murillo; Matta, Rafael - In: Economics letters 117 (2012) 3, pp. 639-641
Persistent link: https://www.econbiz.de/10009679057