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ECONIS (ZBW)
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RePEc
28
OLC EcoSci
25
BASE
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USB Cologne (EcoSocSci)
1
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11
An efficient approach for pricing spread options
Pearson, Neil D.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001219429
Saved in:
12
Option market activity
Lakonishok, Josef
;
Lee, Inmoo
;
Pearson, Neil D.
; …
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 813-857
Persistent link: https://www.econbiz.de/10003554637
Saved in:
13
The dark side of financial innovation : a case study of the pricing of a retail financial product
Henderson, Brian J.
;
Pearson, Neil D.
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 227-247
Persistent link: https://www.econbiz.de/10009242304
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14
New evidence on the financialization of commodity markets
Henderson, Brian J.
;
Pearson, Neil D.
;
Wang, Li
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1285-1311
Persistent link: https://www.econbiz.de/10011338213
Saved in:
15
Inferring correlations of asset values and distances-to-default from CDS spreads : a structural model approach
Kitwiwattanachai, Chanatip
;
Pearson, Neil D.
- In:
Review of asset pricing studies
5
(
2015
)
1
,
pp. 112-154
Persistent link: https://www.econbiz.de/10011318432
Saved in:
16
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
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17
Conditional estimation of diffusion processes
Li, Minqiang
;
Pearson, Neil D.
;
Poteshman, Allen M.
- In:
Journal of financial economics
74
(
2004
)
1
,
pp. 31-66
Persistent link: https://www.econbiz.de/10002251665
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18
Stock price clustering on option expiration dates
Xiaoyan Ni, Sophie
;
Pearson, Neil D.
;
Poteshman, Allen M.
- In:
Journal of financial economics
78
(
2005
)
1
,
pp. 49-87
Persistent link: https://www.econbiz.de/10003127770
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19
Option value, uncertainty, and the investment decision
Kandel, Eugene
;
Pearson, Neil D.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
3
,
pp. 341-374
Persistent link: https://www.econbiz.de/10001705064
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20
VaR : the state to play
Pearson, Neil D.
;
Smithson, Charles Wayne
- In:
Review of financial economics : RFE
11
(
2002
)
3
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001720504
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