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1
On the pricing of intermediated risks : theory and application to catastrophe reinsurance
Froot, Kenneth
;
O'Connell, Paul G. J.
-
1997
Persistent link: https://www.econbiz.de/10000627637
Saved in:
2
Pricing and
hedging
derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
3
Investment, consumption, and
hedging
under incomplete markets
Miao, Jianjun
;
Wang, Neng
-
2007
Persistent link: https://www.econbiz.de/10003506513
Saved in:
4
A nonparametric approach to pricing and
hedging
derivative securities via learning networks
Hutchinson, James M.
-
1994
Persistent link: https://www.econbiz.de/10000889364
Saved in:
5
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
Saved in:
6
Option
hedging
using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
7
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
-
2005
Persistent link: https://www.econbiz.de/10003240184
Saved in:
8
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
9
Behavioral implications of rational inattention with Shannon
entropy
Caplin, Andrew
;
Dean, Mark
-
2013
Persistent link: https://www.econbiz.de/10009788567
Saved in:
10
Sources of
entropy
in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
-
2011
Persistent link: https://www.econbiz.de/10009237633
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