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Option Pricing Bounds and the Elasticity of the Pricing Kernel
Huang, James - In: Review of derivatives research 7 (2004) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10005929160
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Impact of Divergent Consumer Confidence on Option Prices
Huang, James - In: Review of derivatives research 6 (2003) 3, pp. 165-178
Persistent link: https://www.econbiz.de/10005931029
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Two-dimensional risk-neutral valuation relationships for the pricing of options
Franke, Guenter; Huang, James; Stapleton, Richard - In: Review of derivatives research 9 (2006) 3, pp. 213-238
Persistent link: https://www.econbiz.de/10007877251
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Representative consumer's risk aversion and efficient risk-sharing rules
Hara, Chiaki; Huang, James; Kuzmics, Christoph - In: Journal of economic theory 137 (2007), pp. 652-672
Persistent link: https://www.econbiz.de/10007880679
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Some New Results on When Extra Risk Strictly Increases an Option's Value
Huang, James; Zhang, Deyuan - In: The journal of futures markets 33 (2013) 1, pp. 44-54
Persistent link: https://www.econbiz.de/10010054160
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Effects of background risks on cautiousness with an application to a portfolio choice problem
Hara, Chiaki; Huang, James; Kuzmics, Christoph - In: Journal of economic theory 146 (2011) 1, pp. 346-359
Persistent link: https://www.econbiz.de/10008812496