Similar Search Results

Maximum likelihood tests of option pricing models

Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 1 (1986), pp. 181-192

Persistent link: https://www.econbiz.de/10001339366

Insurance: models, digitalization, and data science

Albrecher, Hansjörg; Bommier, Antoine; Filipović, Damir; … - 2019

This article summarizes the main topics and findings from the Swiss Risk and Insurance Forum 2018. That event gathered experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss the challenges arising from the impact of data science and, more generally, of...

Persistent link: https://www.econbiz.de/10012003283

A test of rational expectations in the index options market

Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 5 (1991), pp. 137-147

Persistent link: https://www.econbiz.de/10001123292

Agency problems in pension fund management

Barone-Adesi, Giovanni - In: Geld, Banken und Versicherungen : Beiträge zum ... … 4 (1988) 2, pp. 659-674

Persistent link: https://www.econbiz.de/10001062440

Efficient analytic approximation of American option values

Barone-Adesi, Giovanni - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 301-320

Persistent link: https://www.econbiz.de/10001047785

The valuation of American call options and the expected ex-dividend stock price decline

Barone-Adesi, Giovanni - In: Journal of financial economics 17 (1986) 1, pp. 91-111

Persistent link: https://www.econbiz.de/10001015115

Stationarity tests of the market model for security returns

Barone-Adesi, Giovanni - In: Journal of accounting, auditing & finance 7 (1992) 3, pp. 369-378

Persistent link: https://www.econbiz.de/10001160660

A test of calendar seasonalities in stock market risk implied from index futures options

Barone-Adesi, Giovanni - In: International review of economics & finance : IREF 3 (1994) 3, pp. 327-340

Persistent link: https://www.econbiz.de/10001177829

On the use of implied volatilities in the prediction of successful corporate takeovers

Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 7 (1994), pp. 147-165

Persistent link: https://www.econbiz.de/10001196347

On the valuation of American put options on dividend-paying stocks

Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 3 (1988), pp. 1-13

Persistent link: https://www.econbiz.de/10001081742