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On the determinants of the value of call options on default-free bonds
Buser, Stephen Aubrey; Hendershott, Patric H.; Sanders, … - 1988
Persistent link: https://www.econbiz.de/10000754463
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Average interest
Chacko, George; Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10000630555
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2009
Persistent link: https://www.econbiz.de/10003872484
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Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - 2012
Persistent link: https://www.econbiz.de/10009680723
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Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - 2008
"We propose a new model of exchange rates, which yields a theory of the forward premium puzzle. Our explanation …
Persistent link: https://www.econbiz.de/10003659330
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Using options to divide value in corporate bankruptcy
Bebchuk, Lucian A. - 2000
Persistent link: https://www.econbiz.de/10001462134
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Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001415115
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Limited arbitrage and short sales restrictions : evidence from the options markets
Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. - 2002
Persistent link: https://www.econbiz.de/10001731357
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2012
Persistent link: https://www.econbiz.de/10009539803