Narrow search
Showing 1 - 10 of 10
Cover Image
Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo; Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001629123
Cover Image
Estimating structural bond pricing models via Simulated Maximum Likelihood
Bruche, Max - 2005
Persistent link: https://www.econbiz.de/10002824861
Cover Image
Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel; Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000966054
Cover Image
Option pricing with a quadratic diffusion term
Rady, Sven - 1995
Persistent link: https://www.econbiz.de/10000923817
Cover Image
Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001474503
Cover Image
A GARCH model of the implied volatility of the Swiss market index from options prices
Linton, Oliver; Sabbatini, Michael - 2004
Persistent link: https://www.econbiz.de/10002815616
Cover Image
Revisited multi-moment approximate option pricing models : a general comparison
Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan - 2002
Persistent link: https://www.econbiz.de/10001722885
Cover Image
Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul - 2000
Persistent link: https://www.econbiz.de/10001465982
Cover Image
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2000
Persistent link: https://www.econbiz.de/10001533318
Cover Image
Skewness and kurtosis implied by option prices : a second comment
Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan - 2002
Persistent link: https://www.econbiz.de/10001691568