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Asset substitution and structu...
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Exact superreplication strategies for a class of derivative assets
Vanden, Joel M.
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
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2
Portfolio insurance and volatility regime switching
Vanden, Joel M.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 387-417
Persistent link: https://www.econbiz.de/10003326017
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3
Information quality and options
Vanden, Joel M.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
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4
Option coskewness and capital asset pricing
Vanden, Joel M.
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1279-1320
Persistent link: https://www.econbiz.de/10003391759
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5
Noisy information and the size effect in stock returns
Vanden, Joel M.
- In:
Annals of finance
11
(
2015
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011376171
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6
General properties of isoelastic utility economies
Vanden, Joel M.
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 187-219
Persistent link: https://www.econbiz.de/10011347232
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7
Optimal capital structures for private firms
Vanden, Joel M.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 245-273
Persistent link: https://www.econbiz.de/10011555744
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8
Digital contracts and price manipulation
Vanden, Joel M.
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 1891-1916
Persistent link: https://www.econbiz.de/10003232606
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9
Equilibrium analysis of volatility clustering
Vanden, Joel M.
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 374-417
Persistent link: https://www.econbiz.de/10002900506
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10
Options trading and the CAPM
Vanden, Joel M.
- In:
The review of financial studies
17
(
2004
)
1
,
pp. 207-238
Persistent link: https://www.econbiz.de/10001907142
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