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Option pricing theory
26
Optionspreistheorie
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4
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Wijnbergen, Sweder van
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Jondeau, Eric
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Rockinger, Michael
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Discussion paper / Centre for Economic Policy Research
International journal of theoretical and applied finance
467
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261
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255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
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203
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ECONIS (ZBW)
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1
Variation margins, fire sales, and information-constrained optimality
Biais, Bruno
;
Heider, Florian
;
Hoerova, Marie
-
2018
Persistent link: https://www.econbiz.de/10011982316
Saved in:
2
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
3
Options and the gamma knife
Martin, Ian
-
2018
Persistent link: https://www.econbiz.de/10011915950
Saved in:
4
Option prices and costly short-selling
Başak, Suleyman
;
Atmaz, Adem
-
2018
Persistent link: https://www.econbiz.de/10011936171
Saved in:
5
The determinants of coco bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, Christian
-
2015
Persistent link: https://www.econbiz.de/10011441353
Saved in:
6
Option-based credit spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
-
2014
Persistent link: https://www.econbiz.de/10010465600
Saved in:
7
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
-
2014
Persistent link: https://www.econbiz.de/10010395170
Saved in:
8
The price of political uncertainty : theory and evidence from option market
Kelly, Bryan T.
;
Pástor, Ľuboš
-
2014
Persistent link: https://www.econbiz.de/10010342538
Saved in:
9
The value of informativeness for contracting
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
2014
Persistent link: https://www.econbiz.de/10010440176
Saved in:
10
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
11
Understanding index option returns
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
-
2007
Persistent link: https://www.econbiz.de/10003473633
Saved in:
12
Demand-based option pricing
Garleanu, Nicolae B.
;
Pedersen, Lasse Heje
;
Poteshman, …
-
2006
Persistent link: https://www.econbiz.de/10003294309
Saved in:
13
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem
;
Zaffaroni, Paolo
-
2005
Persistent link: https://www.econbiz.de/10003224850
Saved in:
14
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
15
Pricing credit derivatives with rating transitions
Acharya, Viral V.
;
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
2002
Persistent link: https://www.econbiz.de/10013423919
Saved in:
16
Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
-
2001
Persistent link: https://www.econbiz.de/10013423607
Saved in:
17
Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul
;
Faure-Grimaud, Antoine
-
2000
Persistent link: https://www.econbiz.de/10001499414
Saved in:
18
Time-series and cross-section information in affine term structure models
Jong, Frank de
-
1999
Persistent link: https://www.econbiz.de/10013422714
Saved in:
19
Option pricing and foreign investment under political risk
Cherian, Joseph A.
;
Perotti, Enrico C.
-
1999
Persistent link: https://www.econbiz.de/10013422958
Saved in:
20
Extracting expectations about 1992 UK monetary policy from option prices
Söderlind, Paul
-
1998
Persistent link: https://www.econbiz.de/10013422490
Saved in:
21
Reading interest rate and bond futures options' smiles around the 1997 French snap election
Coutant, Sophie
-
1998
Persistent link: https://www.econbiz.de/10013422626
Saved in:
22
Reading the smile : the message conveyed by methods which infer risk neutral densities
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10013422627
Saved in:
23
Sequential investments and options to own
Nöldeke, Georg
;
Schmidt, Klaus M.
-
1997
Persistent link: https://www.econbiz.de/10000628962
Saved in:
24
Implied volatility functions : empirical tests
Dumas, Bernard
-
1996
Persistent link: https://www.econbiz.de/10013422413
Saved in:
25
Evaluating the minimum asset tax on corporations : an option pricing approach
Estache, Antonio
;
Wijnbergen, Sweder van
-
1992
Persistent link: https://www.econbiz.de/10000135297
Saved in:
26
Secondary market prices under alternative debt reduction strategies : an option pricing approach with an application to Mexico
Claessens, Stijn
;
Wijnbergen, Sweder van
-
1990
Persistent link: https://www.econbiz.de/10000791910
Saved in:
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