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~institution:"EconWPA"
~institution:"Economics, Indian Institute of Management"
~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
~subject:"Executive Remuneration"
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Search: ("Crisis management" OR "Digitalisation" OR "Innovations") AND NOT isPartOf:Intereconomics
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Executive Remuneration
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JAMDEE, SUTTHISIT
1
Jamdee, Sutthisit
1
LOS, CORNELIS A.
1
Los, Cornelis A.
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EconWPA
Economics, Indian Institute of Management
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Long Memory Options: LM Evidence and Simulations
Jamdee, Sutthisit
;
Los, Cornelis A.
-
EconWPA
-
2005
in the financial markets different from the Fickian neutral independence (i.i.d.) of the returns
innovations
assumption …
Persistent link: https://www.econbiz.de/10005134830
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2
Long Memory Options: Valuation
JAMDEE, SUTTHISIT
;
LOS, CORNELIS A.
-
EconWPA
-
2004
innovations
assumption of Black-Scholes' geometric Brownian motion assumption. Moreover, Elliott and van der Hoek (2003) have now …
Persistent link: https://www.econbiz.de/10005561723
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