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1
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:
2
Threshold-based forward guidance :
hedging
the zero bound
Boneva, Lena
;
Harrison, Richard
;
Waldron, Matt
-
2017
Persistent link: https://www.econbiz.de/10011619101
Saved in:
3
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
-
2006
Persistent link: https://www.econbiz.de/10003294309
Saved in:
4
Option prices under bayesian learning : implied
volatility
dynamics and predictive densities
Guidolin, Massimo
-
2001
Persistent link: https://www.econbiz.de/10013423607
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5
Extracting expectations about 1992 UK monetary policy from option prices
Söderlind, Paul
-
1998
Persistent link: https://www.econbiz.de/10013422490
Saved in:
6
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:
7
Stock market quality in the presence of a traded option
DeJong, Cyriel
-
2002
Persistent link: https://www.econbiz.de/10013423765
Saved in:
8
Option prices and costly short-selling
Başak, Suleyman
;
Atmaz, Adem
-
2018
Persistent link: https://www.econbiz.de/10011936171
Saved in:
9
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:
10
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
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