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~isPartOf:"Applied economics letters"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Lehnert, Thorsten"
~type_genre:"Aufsatz in Zeitschrift"
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Applied economics letters
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic systems
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Financial innovation : FIN
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ECONIS (ZBW)
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Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten
;
Lin, Yuehao
;
Martelin, Nicolas
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
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2
Explaining smiles : GARCH option pricing with conditional leptokurtosis and skewness
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001770062
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3
On style momentum strategies
Aarts, Ferdi
;
Lehnert, Thorsten
- In:
Applied economics letters
12
(
2005
)
13
,
pp. 795-799
Persistent link: https://www.econbiz.de/10003196187
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