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1
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:
2
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
3
Stochastic dominance bounds on
derivative
prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
-
2002
Persistent link: https://www.econbiz.de/10001661181
Saved in:
4
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
5
Nonparametric pricing of interest rate
derivative
securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
6
Security baskets and index-linked securities
Gorton, Gary
;
Pennacchi, George G.
-
1991
Persistent link: https://www.econbiz.de/10000817009
Saved in:
7
Fixing capital gains : symmetry, consistency and correctness in the taxation of financial instruments
Bradford, David F.
-
1996
Persistent link: https://www.econbiz.de/10000604941
Saved in:
8
Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.
;
Craine, Roger N.
-
1998
Persistent link: https://www.econbiz.de/10000662488
Saved in:
9
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:
10
A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000671238
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