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Probability weighting functions implied in options prices
Polkovnichenko, Valery; Zhao, Feng - In: Journal of financial economics 107 (2013) 3, pp. 580-609
Persistent link: https://www.econbiz.de/10009730600
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Is the short rate drift actually nonlinear?
Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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Using proxies for the short rate : when are three months like an instant?
Chapman, David A.; Long, John B.; Pearson, Neil D. - In: The review of financial studies 12 (1999) 4, pp. 763-806
Persistent link: https://www.econbiz.de/10001421870