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Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C. - In: The review of financial studies 3 (1990) 4, pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
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Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan - In: The review of financial studies 8 (1995) 4, pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
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Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi - In: The review of financial studies 9 (1996) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
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Does the tail wag the dog? : the effect of credit default swaps on credit risk
Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: The review of financial studies 27 (2014) 10, pp. 2926-2960
Persistent link: https://www.econbiz.de/10010530173
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Credit default swaps around the world
Bartram, Söhnke M.; Conrad, Jennifer S.; Lee, Jongsub; … - In: The review of financial studies 35 (2022) 5, pp. 2464-2524
Persistent link: https://www.econbiz.de/10013188968
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Secondary market liquidity and security design : theory and evidence from ABS markets
Friewald, Nils; Hennessy, Christopher A.; Jankowitsch, … - In: The review of financial studies 29 (2016) 5, pp. 1254-1290
Persistent link: https://www.econbiz.de/10011530031
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Pricing and Hedging American Options: A Recursive Integration Method
Huang, Jing-zhi; Subrahmanyam, Marti G.; Yu, G.George - In: The review of financial studies 9 (1996) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10007314673
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Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics
Ho, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: The review of financial studies 8 (1995) 4, pp. 1125-1152
Persistent link: https://www.econbiz.de/10007336420