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Heterogeneous beliefs and the effect of replicatable options on asset prices
Kraus, Alan
- In:
The review of financial studies
9
(
1996
)
3
,
pp. 723-756
Persistent link: https://www.econbiz.de/10001209113
Saved in:
2
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:
3
Spanning and completeness with options
Nachman, David C.
- In:
The review of financial studies
1
(
1988
)
3
,
pp. 311-328
Persistent link: https://www.econbiz.de/10001106322
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4
American option valuation : new bounds, approximations, and a comparison of existing methods
Broadie, Mark
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1211-1250
Persistent link: https://www.econbiz.de/10001212386
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5
Option pricing with differential interest rates
Bergman, Yaacov Z.
- In:
The review of financial studies
8
(
1995
)
2
,
pp. 475-500
Persistent link: https://www.econbiz.de/10001184646
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6
Pricing an American option by approximating its early exercise boundary as a multipiece exponential function
Ju, Nengjiu
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 627-646
Persistent link: https://www.econbiz.de/10001249757
Saved in:
7
Insider and liquidity trading in stock and options markets
Biais, Bruno
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
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8
Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
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9
Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
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10
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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