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Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 98 (2010) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
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Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding; Härkönen, Hannu J.; Newton, David P. - In: Journal of financial economics 114 (2014) 3, pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
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U.S. stock market crash risk, 1926–2010
Bates, David S. - In: Journal of financial economics 105 (2012) 2, pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
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Realizing smiles : options pricing with relized volatility
Corsi, Fulvio; Fusari, Nicola; La Vecchia, Davide - In: Journal of financial economics 107 (2013) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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Pricing of index options in incomplete markets
Almeida, Caio; Freire, Gustavo - In: Journal of financial economics 144 (2022) 1, pp. 174-205
Persistent link: https://www.econbiz.de/10013407088
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Debt and managerial rents in a real-options model of the firm
Lambrecht, Bart M.; Myers, Stewart C. - In: Journal of financial economics 89 (2008) 2, pp. 209-231
Persistent link: https://www.econbiz.de/10003777217
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Can real options explain financing behavior?
Tserlukevich, Yuri - In: Journal of financial economics 89 (2008) 2, pp. 232-252
Persistent link: https://www.econbiz.de/10003777224
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The timing and terms of mergers motivated by economies of scale
Lambrecht, Bart M. - In: Journal of financial economics 72 (2004) 1, pp. 41-62
Persistent link: https://www.econbiz.de/10001997236
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Investment under uncertainty and time-inconsistent preferences
Grenadier, Steven R.; Wang, Neng - In: Journal of financial economics 84 (2007) 1, pp. 2-39
Persistent link: https://www.econbiz.de/10003453730