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A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano - In: The review of financial studies 21 (2008) 3, pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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Option exercise games: an application to the equilibrium investment strategies of firms
Grenadier, Steven R. - In: The review of financial studies 15 (2002) 3, pp. 691-721
Persistent link: https://www.econbiz.de/10001688868
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Testing for information asymmetries in real estate markets
Kurlat, Pablo; Stroebel, Johannes - In: The review of financial studies 28 (2015) 8, pp. 2429-2461
Persistent link: https://www.econbiz.de/10011401224
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Equity market misvaluation, financing, and investment
Warusawitharana, Missaka; Whited, Toni Marion - In: The review of financial studies 29 (2016) 3, pp. 603-654
Persistent link: https://www.econbiz.de/10011529927
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Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
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A closed-form GARCH option valuation model
Heston, Steven L.; Nandi, Saikat - In: The review of financial studies 13 (2000) 3, pp. 585-625
Persistent link: https://www.econbiz.de/10001499745
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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Cheap talk and strategic rounding in LIBOR submissions
Hernando-Veciana, Ángel; Tröge, Michael - In: The review of financial studies 33 (2020) 6, pp. 2585-2621
Persistent link: https://www.econbiz.de/10012244773
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The market price of aggregate risk and the wealth distribution
Chien, YiLi; Lustig, Hanno - In: The review of financial studies 23 (2010) 4, pp. 1596-1650
Persistent link: https://www.econbiz.de/10003959878
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Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2007) 2, pp. 427-459
Persistent link: https://www.econbiz.de/10003554444