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Preference-free option pricing...
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Option pricing theory
30
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20
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20
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15
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15
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Heston, Steven L.
99
Nandi, Saikat
47
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17
Jacobs, Kris
15
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12
Rouwenhorst, K. Geert
9
Korajczyk, Robert A.
7
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7
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4
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4
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3
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Mo, Haitao
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1
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Heston, Steven L
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ECONIS (ZBW)
84
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5
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1
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111
Invisible Parameters in Option Prices
Heston, Steven L.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10006603668
Saved in:
112
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
Heston, Steven L.
- In:
The review of financial studies
6
(
1993
)
2
,
pp. 327-344
Persistent link: https://www.econbiz.de/10007093179
Saved in:
113
The Role of Beta and Size in the Cross-Section of European Stock Returns
Heston, Steven L.
;
Rouwenhorst, K.Geert
;
Wessels, Roberto E.
- In:
European financial management : the journal of the …
5
(
1999
)
1
,
pp. 9-28
Persistent link: https://www.econbiz.de/10005962377
Saved in:
114
VALUATION - Valuation and Hedging of Risky Lease Payments - A simple formula to value risky corporate lease payments provides more accurate results than previous formulas
Heston, Steven L.
- In:
Financial analysts' journal : FAJ
55
(
1999
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10006300457
Saved in:
115
Options and Bubbles
Heston, Steven L.
;
Loewenstein, Mark
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 359-390
Persistent link: https://www.econbiz.de/10007613081
Saved in:
116
The structure of international stock returns and the integration of capital markets
Heston, Steven L.
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 173-197
Persistent link: https://www.econbiz.de/10001203347
Saved in:
117
Does industrial structure explain the benefits of international diversification
Heston, Steven L.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10001164453
Saved in:
118
Discrete-time versions of continuous-time interest rate models
Heston, Steven L.
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 86-88
Persistent link: https://www.econbiz.de/10001213236
Saved in:
119
Missing parameters in option prices
Heston, Steven L.
-
1992
Persistent link: https://www.econbiz.de/10000912009
Saved in:
120
Seasonality in the cross section of stock returns : the international evidence
Heston, Steven L.
;
Sadka, Ronnie
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1133-1160
Persistent link: https://www.econbiz.de/10008906170
Saved in:
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