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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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Option pricing and strategies in investing
Bookstaber, Richard M. - 1984 - 3. print
Persistent link: https://www.econbiz.de/10001936060
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Insider and liquidity trading in stock and options markets
Biais, Bruno - In: The review of financial studies 7 (1994) 4, pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
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Insider and liquidity trading in stock and options markets
Biais, Bruno; Hillion, Pierre Henri - In: New research in financial markets, (pp. 113-147). 2001
Persistent link: https://www.econbiz.de/10001674482
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The option value of investment in R & D
Neil, David J.; Hickey, Nigel A. - In: Valuation of intangible assets in global operations, (pp. 125-146). 2001
Persistent link: https://www.econbiz.de/10001677606
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Financial options : from theory to practice
Figlewski, Stephen (ed.) - 1990
Persistent link: https://www.econbiz.de/10013548295
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Pension fund capitalism
Clark, Gordon L. - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10013480517
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Accounting for pension obligations : cost attribution (funding) versus market liability for the case of linear vesting
Skogsvik, Kenth - 1993
Persistent link: https://www.econbiz.de/10000857518
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The risks and rewards of selling volatility
Nandi, Saikat; Waggoner, Daniel - In: Economic review 86 (2001) 1, pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
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Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.; Serur, Juan A.; Dapena, José P. - 2017
Conventional financial theory considers ex-ante that risk, generally measured by the volatility, has to be …
Persistent link: https://www.econbiz.de/10011757486