supplied information. Outside of the lab, it is difficult to disentangle the effect of the cost of information itself from the … effect of self-selection by individuals who tend to gain the most from this information. We thus create an environment in the … lab where subjects are offered additional, useful and identical information on the state of the world across treatments …

liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …

Taking a portfolio perspective on option pricing and hedging, we show that within the standard Black … indefinitely. This ties the literature on option pricing and hedging closer together with the APT literature in its focus on …

Taking a portfolio perspective on option pricing and hedging, we show that within the standard Black … indefinitely. This ties the literature on option pricing and hedging closer together with the APT literature in its focus on …

studied undervarious market conditions. Among the main results area unique dichotomous pricing model,unifying and generalizing … theexisting models, that can be used for pricing any financialsecurities under both complete andincomplete markets,conditions for …

efficiency are studied under various market conditions. <BR> Among the main results are <OL> <LI>a unique dichotomous pricing … model, unifying and generalizing the existing models, that can be used for pricing any financial securities under both …

transport and biking. Special attention is paid to parking problems, and possibilities to cope with these by pricing measures …. It is demonstrated that in some cases parking externalities lead to non-convexities that make pricing policies less …