//-->
Nonlinear risk
Chauvet, Marcelle, (1999)
Chauvet, Marcelle, (2001)
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan, (2008)
Non-linear cointegration between stock prices and dividends
Kanas, Angelos, (2003)
Exchange rate economic exposure under collusive pricing and hedging using Asian currency options
Kanas, Angelos, (2000)
Is economic exposure asymmetric between long-run depreciations and appreciations? : Testing using cointegration analysis
Kanas, Angelos, (1997)