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Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, Ilan - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 139-170
Persistent link: https://www.econbiz.de/10003302316
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Tails, fears, and risk premia
Bollerslev, Tim; Todorov, Viktor - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
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Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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The strategic exercise of options : development cascades and overbuilding in real estate markets
Grenadier, Steven R. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1653-1679
Persistent link: https://www.econbiz.de/10001211776
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A simple nonparametric approach to derivative security valuation
Stutzer, Michael J. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
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Recovering probability distributions from option prices
Jackwerth, Jens Carsten - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
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Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea; Jiltsov, Alexei - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
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Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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Options pricing on stocks in mergers and acquisitions
Subramanian, Ajay - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 795-829
Persistent link: https://www.econbiz.de/10002013825
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Default risk in equity returns
Vassalou, Maria; Xing, Yuhang - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 831-868
Persistent link: https://www.econbiz.de/10002013826