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Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin; Jarrow, Robert A. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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Regulation and market liquidity
Trebbi, Francesco; Xiao, Kairong - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 1949-1968
Persistent link: https://www.econbiz.de/10012039714
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Dynamic portfolio execution
Tsoukalas, Gerry; Wang, Jiang; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
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Asset pricing with downside liquidity risks
Anthonisz, Sean A.; Putniņš, Tālis J. - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
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Are people risk vulnerable?
Beaud, Mickael; Willinger, Marc - In: Management science : journal of the Institute for … 61 (2015) 3, pp. 624-636
Persistent link: https://www.econbiz.de/10010505824
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An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset
Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6946-6962
Persistent link: https://www.econbiz.de/10012703757
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Generalized stochastic arbitrage opportunities
Arvanitis, Stelios; Post, Thierry - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
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Option pricing with stochastic volatility : information-time vs. calendar-time
Chang, Carolyn C. W. - In: Management science : journal of the Institute for … 42 (1996) 7, pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
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Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.; Kau, James B.; Keenan, Donald C.; … - In: Management science : journal of the Institute for … 41 (1995) 12, pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
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Valuing risky projects : option pricing theory and decision analysis
Smith, James E. - In: Management science : journal of the Institute for … 41 (1995) 5, pp. 758-816
Persistent link: https://www.econbiz.de/10001183604