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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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Spanning tests for options using principal components methods
Hansen, Charlotte S.; Tuypens, Bjorn E. - In: Applied financial economics 17 (2007) 7/9, pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J.; … - 2005
Persistent link: https://www.econbiz.de/10003222023
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Using school choice lotteries to test measures of school effectiveness
Deming, David J. - 2014
Persistent link: https://www.econbiz.de/10010239374
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The valuation of options on index futures with stochastic dividend yields
Zambrano, Enrique A.; Sequera, Rednaxela - In: International Journal of Financial Markets and … 7 (2020) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10012510322
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Some questions on the pricing of SPI futures contracts
Heaney, Richard A. - 1993
Persistent link: https://www.econbiz.de/10000889675
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Index option valuation with risk adjustment
Kanto, Antti J. - 1991
Persistent link: https://www.econbiz.de/10000821655
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421
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Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam - 1999
Persistent link: https://www.econbiz.de/10000682737
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Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung - In: Applied financial economics 18 (2008) 13/15, pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260