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ECONIS (ZBW)
387
Showing
1
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10
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387
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1
The impact of COVID-19 on tail
risk
: evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
2
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
Saved in:
3
Valuing an investment project using no-arbitrage and the alpha-maxmin criteria : from Knightian uncertainty to
risk
Braouezec, Yann
;
Joliet, Robert
- In:
Economics letters
178
(
2019
),
pp. 111-115
Persistent link: https://www.econbiz.de/10012121654
Saved in:
4
The impact of economic policy uncertainty and monetary policy on R&D investment : an option pricing approach
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Economics letters
214
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448064
Saved in:
5
Risk
sensitive linear approximations
Solórzano Andrade, Gustavo
;
Parra-Alvarez, Juan Carlos
- In:
Economics letters
238
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015075489
Saved in:
6
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
Saved in:
7
Option price without expected utility
Paan Jindapon
;
Shaw, William D.
- In:
Economics letters
100
(
2008
)
3
,
pp. 408-410
Persistent link: https://www.econbiz.de/10003768842
Saved in:
8
Integrating delta : an intuitive single-integral approach to pricing European options on diverse stochastic processes
Edwards, Craig Steven
- In:
Economics letters
92
(
2006
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10003336497
Saved in:
9
Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian
;
Radu, Alina-Nicoleta
- In:
Economics letters
114
(
2012
)
3
,
pp. 249-251
Persistent link: https://www.econbiz.de/10009550804
Saved in:
10
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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