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Search: subject:"RISK-NEUTRAL PROBABILITY"
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Optionspreistheorie
9
Option pricing theory
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risk-neutral probability
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risk-neutral probability measure
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tail risk
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Almeida, Caio
6
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5
Garcia, René
5
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3
Vicente, José Valentim Machado
3
Baduns, Edmunds
2
Camponovo, Lorenzo
2
Cassese, Gianluca
2
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2
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2
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2
Funke, Michael
2
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2
Maria, Josep
2
Moessner, Richhild
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2
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2
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2
Ahn, Chang Mo
1
Aid, René
1
Alentorn, Amadeo
1
AÏD, RENÉ
1
Back, Kerry
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Bali, Turan G.
1
CAMPI, LUCIANO
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Campi, Luciano
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Choi, Seung-mook S.
1
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1
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HILLAIRET, CAROLINE
1
HUU, ADRIEN NGUYEN
1
Hillairet, Caroline
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Huu, Adrien Nguyen
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JIAO, YING
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1
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Berkeley Electronic Press
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Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
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European Central Bank
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Computing in Economics and Finance 2005
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice
1
Annual Review of Financial Economics
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Asia-Pacific journal of financial studies
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion Papers in Economics and Business
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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German Working Papers in Law and Economics
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Il pensiero economico italiano : rivista semestrale
1
Insurance: Mathematics and Economics
1
International Journal of Computational Economics and Econometrics
1
International journal of computational economics and econometrics
1
International journal of theoretical and applied finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of Banking & Finance
1
Journal of mathematical finance
1
MPRA Paper
1
Pacific-Basin Finance Journal
1
Physica A: Statistical Mechanics and its Applications
1
Post-Print / HAL
1
Reihe Ökonomie / Economics Series
1
Research paper series / Swiss Finance Institute
1
Review of economics & finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
Swiss Journal of Economics and Statistics (SJES)
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
1
Working Paper Series / European Central Bank
1
Working Papers / Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
1
Working papers / Bank for International Settlements
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Вестник Южно-Уральского государственного университета. Серия: Экономика и менеджмент
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RePEc
21
ECONIS (ZBW)
17
EconStor
2
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1
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
2
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
3
The discontinuation of the EUR/CHF minimum exchange rate in January 2015 : was it expected?
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
-
2017
Persistent link: https://www.econbiz.de/10011758406
Saved in:
4
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
5
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
6
Model-free implied volatility under jump-diffusion models
Choi, Seung-mook S.
;
Yang, Hongtao
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012030898
Saved in:
7
La simbiosi tra economia e matematica nel pensiero di Bruno de Finetti
Pressacco, Flavio
;
Ziani, Laura
- In:
Il pensiero economico italiano : rivista semestrale
26
(
2018
)
1
,
pp. 67-103
Persistent link: https://www.econbiz.de/10012155388
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
9
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
10
Asset pricing in an imperfect world
Cassese, Gianluca
- In:
Economic theory : official journal of the Society for …
64
(
2017
)
3
,
pp. 539-570
Persistent link: https://www.econbiz.de/10011740670
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