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A jump to default extended CEV model : an application of Bessel processes
Carr, Peter; Linetsky, Vadim - In: Finance and stochastics 10 (2006) 3, pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
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Pricing futures on geometric indexes : a discrete time approach
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 28 (2007) 3, pp. 227-240
Persistent link: https://www.econbiz.de/10003492800
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Are price limits on futures markets that cool? : evidence from the Brazilian mercantile and futures exchange
Fernandes, Marcelo; Rocha, Marco Aurélio dos Santos - In: Journal of financial econometrics : official journal of … 5 (2007) 2, pp. 219-242
Persistent link: https://www.econbiz.de/10003518311
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Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David; Stracca, Livio - In: Journal of economic behavior & organization : JEBO 64 (2007) 2, pp. 250-268
Persistent link: https://www.econbiz.de/10003559732
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Are price limits on futures markets that cool? : Evidence from the Brazilian mercantile and futures exchange
Fernandes, Marcelo (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003393206
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Volatility, depth, and order composition : evidence from a pure limit order futures market
Chen, Ho-chyuan; Wu, Juping - In: Emerging markets finance & trade : a journal of the … 45 (2009) 5, pp. 72-85
Persistent link: https://www.econbiz.de/10003982559
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Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Gatfaoui, Hayette - In: Annals of finance 6 (2010) 4, pp. 511-535
Persistent link: https://www.econbiz.de/10008652598
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Single-stock futures : evidence from the Indian securities market
Kumar, Umesh; Tse, Yiuman - In: Global finance journal 20 (2009) 3, pp. 220-234
Persistent link: https://www.econbiz.de/10003921967
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Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine - In: Annual review of financial economics 1 (2009), pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
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Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa; Faff, Robert W.; Hodgson, Allan - In: The journal of futures markets 30 (2010) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10003962220