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Monte Carlo simulation
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40
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Dimitrakopoulos, Stefanos
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Economics letters
International journal of theoretical and applied finance
531
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403
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348
European journal of operational research : EJOR
293
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275
Mathematical finance : an international journal of mathematics, statistics and financial theory
273
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264
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260
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258
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254
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254
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195
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194
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118
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ECONIS (ZBW)
167
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1
The impact of economic policy uncertainty and monetary policy on R&D investment : an option pricing approach
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Economics letters
214
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448064
Saved in:
2
Lockdowns as options
Wijnbergen, Sweder van
- In:
Economics letters
214
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448069
Saved in:
3
Markets that don't replicate any option
Aliprantis, Charalambos D.
;
Tourky, Rabee
- In:
Economics letters
76
(
2002
)
3
,
pp. 443-447
Persistent link: https://www.econbiz.de/10001692045
Saved in:
4
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
5
Volatility can be detrimental to option values!
Ghoddusi, Hamed
;
Fahim, Arash
- In:
Economics letters
149
(
2016
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
Saved in:
6
Volatility and expected option returns: a note
Chaudhury, Mohammed M.
- In:
Economics letters
152
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
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7
COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael
;
Kosolapova, Maria
;
Weissensteiner, Alex
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509718
Saved in:
8
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
9
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
10
Tax neutrality under irreversibility and risk aversion
Niemann, Rainer
;
Sureth, Caren
- In:
Economics letters
84
(
2004
)
1
,
pp. 43-47
Persistent link: https://www.econbiz.de/10002095773
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