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Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin; Liu, Jung-Fang; Lin, Wei-Yu - In: Applied economics letters 21 (2014) 16/18, pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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Risk neutral probabilities and option bounds : a geometric approach
Huang, James (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625364
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Probability densities and Lévy densities
Barndorff-Nielsen, Ole E. - 2000
Persistent link: https://www.econbiz.de/10001500129
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Recovering probabilities and risk aversion from options prices and realized returns
Rubinstein, Mark; Jackwerth, Jens Carsten - In: The legacy of Fischer Black, (pp. 125-160). 2005
Persistent link: https://www.econbiz.de/10003404035
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Information content of implied probability distributions : empirical studies of Japanese stock price index options
Shiratsuka, Shigenori - In: Monetary and economic studies 19 (2001) 3, pp. 143-170
Persistent link: https://www.econbiz.de/10001628696
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A note on inverse moments of binomial variates
Cribari-Neto, Francisco; Garcia, Nancy Lopes; … - In: Revista de econometria 20 (2000) 2, pp. 269-277
Persistent link: https://www.econbiz.de/10001805963
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Applications of Malliavin calculus to Monte-Carlo methods in finance, [Teil] II
Fournié, Éric (contributor) - In: Finance and stochastics 5 (2001) 2, pp. 201-236
Persistent link: https://www.econbiz.de/10001571492
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Information content of implied probability distributions : empirical studies on Japanese stock price index options
Shiratsuka, Shigenori - 2001
Persistent link: https://www.econbiz.de/10001547687
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Extracting market expectations from option prices : case studies in Japanese option markets
Nakamura, Hisashi; Shiratsuka, Shigenori - 1999
Persistent link: https://www.econbiz.de/10001442562
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Mathematics of financial obligations
Mel'nikov, Aleksandr V.; Volkov, Sergej N.; Nechaev, … - 2002
Persistent link: https://www.econbiz.de/10001671570