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Option Prices with Stochastic...
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Option pricing theory
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Rosenberg, Joshua V.
8
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3
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
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43
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36
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
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2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
3
Of smiles and smirks : a term-structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000981147
Saved in:
4
When are options overpriced? : The Black-Scholes model and alternative characteristics of the pricing kernel
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001378810
Saved in:
5
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
Saved in:
6
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
7
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
Saved in:
8
The price of options illiquidity
Brenner, Menachem
;
Eldor, Rafi
;
Hauser, Shmuel
-
1999
Persistent link: https://www.econbiz.de/10001378802
Saved in:
9
A simulation-based pricing method for convertible bonds
Kind, Axel
;
Wilde, Christian
-
2003
Persistent link: https://www.econbiz.de/10001779259
Saved in:
10
Asset pricing puzzles : evidence from options markets
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447932
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