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Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.; Rosenberg, Joshua V. - 1994
Persistent link: https://www.econbiz.de/10000147446
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Options, the value of capital, and investment
Abel, Andrew B.; Dixit, Avinash K.; Eberly, Janice C.; … - 1995
Persistent link: https://www.econbiz.de/10000921332
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Average interest
Chacko, George; Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10000630555
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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Valuing the reload features of executive stock options
Huddart{{}}, Steven; Jagannathan, Ravi; Saly, Jane - 1999
Persistent link: https://www.econbiz.de/10001376937
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Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell; Pan, Jun; Singleton, Kenneth J. - 1999
Persistent link: https://www.econbiz.de/10001388790
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Stakes and stars : the effects of intellectual human capital on the level and variability of high-tech firms' market values
Darby, Michael R.; Liu, Qiao; Zucker, Lynne G. - 1999
Persistent link: https://www.econbiz.de/10001394280
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Options-pricing formula with disaster risk
Barro, Robert J.; Liao, Gordon Y. - 2016
Persistent link: https://www.econbiz.de/10011432216