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Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Ibáñez, Alfredo; Zapatero, Fernando - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10006693323
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Monte Carlo valuation of American options through computation of the optimal exercise frontier
Ibáñez, Alfredo; Zapatero, Fernando - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 253-275
Persistent link: https://www.econbiz.de/10002103593
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Labor income, relative wealth concerns, and the cross section of stock returns
Gómez, Juan-Pedro; Priestley, Richard; Zapatero, Fernando - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 4, pp. 1111-1133
Persistent link: https://www.econbiz.de/10011610392
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Risk aversion in a dynamic asset allocation experiment
Brocas, Isabelle; Carrillo, Juan D.; Giga, Aleksandar; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2209-2232
Persistent link: https://www.econbiz.de/10012140074