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1
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
2
A bound on expected stock returns
Kadan, Ohad
;
Tang, Xiaoxiao
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Saved in:
3
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
4
Options for trade, finance and development : getting the institutions right : policy options paper
Arcand, Jean-Louis L.
-
Weltwirtschaftsforum
;
International Centre for Trade …
- In:
The E15 Initiative : Strengthening the Global Trade and …
.
2016
Persistent link: https://www.econbiz.de/10011724467
Saved in:
5
CFDs, forwards, futures and the cost-of-carry
Foster, F. Douglas
;
Lee, Adrian D.
;
Liu, Wai-man
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012133649
Saved in:
6
Valuation of contingent Guarantees using least-squares Monte Carlo
Bienek, T.
;
Scherer, Matthias
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10012105338
Saved in:
7
Incorporating price elasticity in financial forecasting models : from theory to practice and implementation
Kendall, Lynn K.
;
Arellano, Fernando
- In:
Journal of education for business
94
(
2019
)
4
,
pp. 217-227
Persistent link: https://www.econbiz.de/10012201216
Saved in:
8
The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
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9
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
10
Option-based credit spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
- In:
The American economic review
108
(
2018
)
2
,
pp. 454-488
Persistent link: https://www.econbiz.de/10011821049
Saved in:
11
Pricing currency call options
Abraham, Rebecca
- In:
Theoretical economics letters
8
(
2018
)
11
,
pp. 2271-2289
Persistent link: https://www.econbiz.de/10011911640
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12
Options and the gamma knife
Martin, Ian
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 47-55
Persistent link: https://www.econbiz.de/10011916011
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13
Options and the gamma knife
Martin, Ian
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 71-79
Persistent link: https://www.econbiz.de/10011968668
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14
Callable convertible bonds in sequential financing : evidence on the Western European market
Olivier, Adoukonou
;
Florence, Andre
;
Jean-Laurent, Viviani
- In:
Journal of multinational financial management
45
(
2018
),
pp. 35-51
Persistent link: https://www.econbiz.de/10012055773
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15
Valuing genetically modified traits in Canola using real options
Wynn, Katherine
;
Spangenberg, Germán
;
Smith, Kevin
; …
- In:
Journal of agricultural and resource economics : JARE ; …
42
(
2017
)
2
,
pp. 195-214
Persistent link: https://www.econbiz.de/10011751778
Saved in:
16
Pricing catastrophe equity put options : financial implications of engineering decisions
Aslan, Zafer
;
Damnjanovic, Ivan
;
Mander, John B.
- In:
The engineering economist : a journal devoted to the …
62
(
2017
)
3
,
pp. 254-271
Persistent link: https://www.econbiz.de/10011753915
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17
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
18
Implementation of local stochastic volatility model in FX derivatives
Zheng, J.
;
Yuan, X.
- In:
Applied quantitative finance
,
(pp. 57-69)
.
2017
Persistent link: https://www.econbiz.de/10011794953
Saved in:
19
School district bond advance refunding and option value loss
Dzigbede, Komia
- In:
Municipal finance journal : the state and local …
38
(
2017
)
2
,
pp. 39-57
Persistent link: https://www.econbiz.de/10011875685
Saved in:
20
Pathwise superreplication via Vovk's outer measure
Beiglböck, Mathias
;
Cox, Alexander M. G.
;
Huesmann, Martin
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1141-1166
Persistent link: https://www.econbiz.de/10011944488
Saved in:
21
The effect of default and conversion options on bond duration
Horchani, Sana
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 26-35
Persistent link: https://www.econbiz.de/10011429757
Saved in:
22
Reassessing the ethicality of some common financial practices
Bagus, Philipp
;
Gabriel, Amadeus
;
Howden, David
- In:
Journal of business ethics : JOBE
136
(
2016
)
3
,
pp. 471-480
Persistent link: https://www.econbiz.de/10011521596
Saved in:
23
Applications of central limit theorems for equity-linked insurance
Feng, Runhuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
Saved in:
24
High-frequency analysis of the carbon market: jumps, causes, and implications
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 116-153)
.
2016
Persistent link: https://www.econbiz.de/10011646906
Saved in:
25
The fear of rare economic disasters reflected in option prices
Dumitrescu, Ioana
;
Ivanova, Vesela
- In:
Essays on general equilibrium models with alternative …
,
(pp. 85-124)
.
2016
Persistent link: https://www.econbiz.de/10011647015
Saved in:
26
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
27
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
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28
Don't waste a free lunch : managing the advance refunding option
Kalotay, Andrew J.
;
Raineri, Lori
- In:
Journal of applied corporate finance : JACF
28
(
2016
)
4
,
pp. 118-123
Persistent link: https://www.econbiz.de/10011661476
Saved in:
29
Service with a smile : does the type of smile matter?
Andrzejewski, Susan A.
;
Mooney, Emily C.
- In:
Journal of retailing and consumer services
29
(
2016
),
pp. 135-141
Persistent link: https://www.econbiz.de/10011442368
Saved in:
30
Non-arbitrage valuation of equities
Rey, Sebastián A.
- In:
International journal of financial markets and derivatives
4
(
2015
)
3/4
,
pp. 231-245
Persistent link: https://www.econbiz.de/10011545999
Saved in:
31
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
32
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
Saved in:
33
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
34
Pushdown accounting to be optional
Holzmann, Oscar J.
;
Munter, Paul
- In:
The journal of corporate accounting & finance
26
(
2014/15
)
3
,
pp. 45-47
Persistent link: https://www.econbiz.de/10011283660
Saved in:
35
Massive Kontingenz : eine Philosophie der Contingent Claims und ihres Marktes
Ayache, Elie
-
2015
Persistent link: https://www.econbiz.de/10011722234
Saved in:
36
Portfolio optimization using forward-looking information
Kempf, Alexander
;
Korn, Olaf
;
Saßning, Sven
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 467-490
Persistent link: https://www.econbiz.de/10011342794
Saved in:
37
Using multivariate densities to assign lattice probabilities when there are jumps
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10011348412
Saved in:
38
Analytic approximation of finite-maturity timer option prices
Li, Minqiang
;
Mercurio, Fabio
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 245-273
Persistent link: https://www.econbiz.de/10011348432
Saved in:
39
On the propensity to surrender a variable annuity contract
Kraut, Gunther
- In:
Essays on current topics in life insurance
,
(pp. 61-90)
.
2015
Persistent link: https://www.econbiz.de/10010508605
Saved in:
40
Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
Saved in:
41
Default correlations in the Merton model
Erlenmaier, Ulrich
;
Gersbach, Hans
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
5
,
pp. 1775-1809
Persistent link: https://www.econbiz.de/10010510324
Saved in:
42
Contingent convertible (CoCo) bonds : a first empirical assessment of selected pricing models
Wilkens, Sascha
;
Bethke, Nastja
- In:
Financial analysts' journal : FAJ
70
(
2014
)
2
,
pp. 59-77
Persistent link: https://www.econbiz.de/10010407416
Saved in:
43
Asset demand based tests of expected utility maximization
Kubler, Felix
;
Selden, Larry
;
Wei, Xiao
- In:
The American economic review
104
(
2014
)
11
,
pp. 3459-3480
Persistent link: https://www.econbiz.de/10010468687
Saved in:
44
Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu
;
Zhou, Hai-Lin
;
Wang, Shouyang
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508081
Saved in:
45
The new risk management : the good, the bad, and the ugly
Dybvig, Philip H.
;
Liang, Pierre Jinghong
;
Marshall, …
- In:
Review / Federal Reserve Bank of St. Louis
95
(
2013
)
4
,
pp. 273-291
Persistent link: https://www.econbiz.de/10010338915
Saved in:
46
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
47
Hedging energy revenues with quantity-triggered puts
Ning, Zi Nancy
;
Tucker, Alan L.
- In:
International business and economics research journal
12
(
2013
)
1
,
pp. 17-24
Persistent link: https://www.econbiz.de/10009708203
Saved in:
48
Pricing high-dimensional Bermudan options using variance-reduced Monte Carlo methods
Hepperger, Peter
- In:
The journal of computational finance
16
(
2012/13
)
3
,
pp. 99-126
Persistent link: https://www.econbiz.de/10009740106
Saved in:
49
Alternative bankruptcy prediction models using option-pricing theory
Charitou, Andreas
;
Dionysiou, Dionysia
;
Lambertides, …
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2329-2341
Persistent link: https://www.econbiz.de/10009760656
Saved in:
50
Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
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