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The robustness of the Black-Sc...
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Post, Thierry
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Erasmus Research Institute of Management
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510
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
42
Centre for Analytical Finance <Århus>
30
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Basel Committee on Banking Supervision
22
Ekonomiska forskningsinstitutet <Stockholm>
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Chambre de commerce et d'industrie de Paris
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Institute of Finance and Accounting <London>
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International Organization of Securities Commissions
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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OECD
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9
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8
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
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8
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8
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8
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ERIM report series research in management
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ECONIS (ZBW)
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An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
Saved in:
2
An improved estimator for Black-Scholes-Merton implied volatility
Hallerbach, Winfried G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190907
Saved in:
3
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
Saved in:
4
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Saved in:
5
COMMENT Risk aversion and skewness preference
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772018
Saved in:
6
Asset prices and omitted moments : a stochastic dominance analysis of market efficiency
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001774061
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7
Do global risk factors matter for international cost of capital computations?
Koedijk, Kees
(
contributor
);
Dijk, Mathijs van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001710046
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8
Relative distress and return distribution characteristics of Japanese stock : a fuzzy-probabilistic approach
Bergh, Willem M. van den
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658748
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9
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Saved in:
10
Conditional downside risk and the
CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
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