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Pricing two heterogeneous trees
Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1437-1462
Persistent link: https://www.econbiz.de/10009424111
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Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
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Optimists and pessimists in (in)complete markets
Branger, Nicole; Konermann, Patrick; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2466-2499
Persistent link: https://www.econbiz.de/10012384763
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Volatility-of-volatility risk
Huang, Darien; Schlag, Christian; Shaliastovich, Ivan; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2423-2452
Persistent link: https://www.econbiz.de/10012165915
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Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055
Persistent link: https://www.econbiz.de/10008213261
Cover Image
Pricing Two Heterogeneous Trees
Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1437-1463
Persistent link: https://www.econbiz.de/10009821760