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Two trees the EZ way
Branger, Nicole; Dumitrescu, Ioana; Ivanova, Vesela; … - In: Essays on general equilibrium models with alternative …, (pp. 1-41). 2016
Persistent link: https://www.econbiz.de/10011647007
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Preference heterogeneity and the long-term evolution of consumption shares
Branger, Nicole; Dumitrescu, Ioana; Ivanova, Vesela; … - In: Essays on general equilibrium models with alternative …, (pp. 43-84). 2016
Persistent link: https://www.econbiz.de/10011647011
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The fear of rare economic disasters reflected in option prices
Dumitrescu, Ioana; Ivanova, Vesela - In: Essays on general equilibrium models with alternative …, (pp. 85-124). 2016
Persistent link: https://www.econbiz.de/10011647015
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Recovering objective market expectations from option prices for forecasting and risk assessment
Ivanova, Vesela - 2014
Persistent link: https://www.econbiz.de/10010519334