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Option pricing theory
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Aït-Sahalia, Yacine
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Engle, Robert F.
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Kōnstantinidēs, Giōrgos
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Lo, Andrew W.
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Working paper / National Bureau of Economic Research, Inc.
International journal of theoretical and applied finance
495
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363
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
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261
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253
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1
Average interest
Chacko, George
;
Das, Sanjiv R.
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1997
Persistent link: https://www.econbiz.de/10000630555
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2
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
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3
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
-
2005
Persistent link: https://www.econbiz.de/10003240184
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4
Mispriced index option portfolios
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
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2017
Persistent link: https://www.econbiz.de/10011732296
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5
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
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2019
Persistent link: https://www.econbiz.de/10012020264
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6
Sparse signals in the cross-section of returns
Chinco, Alexander M.
;
Clark-Joseph, Adam D.
;
Ye, Mao
-
2017
Persistent link: https://www.econbiz.de/10011754509
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7
Economics and the modern economic historian
Abramitzky, Ran
-
2015
Persistent link: https://www.econbiz.de/10011416009
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8
The promise and potential of linked employer-employee
data
for entrepreneurship research
Goetz, Christopher F.
;
Hyatt, Henry R.
;
McEntarfer, Erika
; …
-
2015
Persistent link: https://www.econbiz.de/10011416068
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9
Principal component analysis of high frequency
data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011372555
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10
A machine learning analysis of seasonal and cyclical sales in weekly scanner
data
Guha, Rishab
;
Ng, Serena
-
2019
Persistent link: https://www.econbiz.de/10012035134
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