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1
Manager fee contracts and managerial incentives
Zhan, Gong
- In:
Review of derivatives research
14
(
2011
)
2
,
pp. 205-239
Persistent link: https://www.econbiz.de/10009272481
Saved in:
2
Calibration and hedging under jump diffusion
He, Changhong
;
Kennedy, J. S.
;
Coleman, T. F.
;
Forsyth, …
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
Saved in:
3
Valuing reload options
Ingersoll, Jonathan E.
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 67-105
Persistent link: https://www.econbiz.de/10003441193
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4
Stochastic dividend yields and derivatives pricing in complete markets
Lioui, Abraham
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 151-175
Persistent link: https://www.econbiz.de/10003408019
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5
The bias in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
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6
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
7
An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank Xiaoling
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 101-124
Persistent link: https://www.econbiz.de/10008695497
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8
Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
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9
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
10
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
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