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1
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
Saved in:
2
Average interest
Chacko, George
;
Das, Sanjiv R.
-
1997
Persistent link: https://www.econbiz.de/10000630555
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3
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10003872484
Saved in:
4
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
-
2012
Persistent link: https://www.econbiz.de/10009680723
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5
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
Saved in:
6
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
7
Using options to divide value in corporate bankruptcy
Bebchuk, Lucian A.
-
2000
Persistent link: https://www.econbiz.de/10001462134
Saved in:
8
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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9
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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10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
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