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Loss functions in option valuation : a framework for selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
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Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun; Chen, Gemai - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
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Valuing modularity as a real option
Gamba, Andrea; Fusari, Nicola - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1877-1896
Persistent link: https://www.econbiz.de/10003909226
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The behavior of risk and market prices of risk over the Nasdaq bubble period
Bakshi, Gurdip S.; Wu, Liuren - In: Management science : journal of the Institute for … 56 (2010) 12, pp. 2251-2264
Persistent link: https://www.econbiz.de/10008809519
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Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.; Dimitrova, Dimitrina S. - In: Management science : journal of the Institute for … 55 (2009) 3, pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
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Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher; Joshi, Mark S. - In: Management science : journal of the Institute for … 57 (2011) 5, pp. 960-974
Persistent link: https://www.econbiz.de/10009153860
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Pricing kernels with stochastic skewness and volatility risk
Chabi-yo, Fousseni - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 624-640
Persistent link: https://www.econbiz.de/10009525254
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Market timing with option-implied distributions : a forward-looking approach
Kostakis, Alexandros; Panigirtzoglou, Nikolaos; … - In: Management science : journal of the Institute for … 57 (2011) 7, pp. 1231-1249
Persistent link: https://www.econbiz.de/10009267624
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Real options and American derivatives : the double continuation region
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877