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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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Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
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An empirical investigation of continuous-time equity return models
Andersen, Torben; Benzoni, Luca; Lund, Jesper - 2001
Persistent link: https://www.econbiz.de/10001615265
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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
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Option prices in a model with stochastic disaster risk
Seo, Sang Byung; Wachter, Jessica - 2013
Persistent link: https://www.econbiz.de/10010210684
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Real options with uncertain maturity and competition
Miltersen, Kristian R.; Schwartz, Eduardo S. - 2007
Persistent link: https://www.econbiz.de/10003443319
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Real options in a dynamic agency model, with applications to financial development, IPOs, and business risk
Philippon, Thomas; Sannikov, Yuliy - 2007
Persistent link: https://www.econbiz.de/10003594994
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Irreversible investment, real options, and competition: evidence from real estate development
Bulan, Laarni; Mayer, Christopher J.; Somerville, Craig … - 2006
Persistent link: https://www.econbiz.de/10003383677
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Investment busts, reputation, and the temptation to blend in with the crowd
Grenadier, Steven R.; Malenko, Andrey; Strebulaev, Ilya A. - 2012
Persistent link: https://www.econbiz.de/10009530198
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Corporate venture capital as a real option in the markets for technology
Ceccagnoli, Marco; Higgins, Matthew J.; Kang, Hyunsung D. - 2015
Persistent link: https://www.econbiz.de/10011332933