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Option pricing based on alternative jump size distributions
Chen, Jian; Ma, Chenghu - In: Frontiers of economics in China : selected publications … 11 (2016) 3, pp. 439-467
Persistent link: https://www.econbiz.de/10011597962
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Solving incomplete markets models by derivative aggregation
Grasl, Tobias - 2013
Persistent link: https://www.econbiz.de/10009739531
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Growth uncertainty, rational learning, and option prices
Babiak, Mykola; Kozhan, Roman - 2021
Persistent link: https://www.econbiz.de/10012542894
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Essays on macroeconomic news announcements and option-implied information
Äijö, Janne - 2007
Persistent link: https://www.econbiz.de/10003612592
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Systematic stock market characterisation and development : perspectives from random matrix theory, option pricing, genetics, and global economics
Ezepue, Patrick Oseloka; Urama, Thomas Chinwe; Omar, … - In: Journal of mathematical finance 9 (2019) 2, pp. 105-151
Persistent link: https://www.econbiz.de/10012116709
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The risk and price volatility of stock options in general equilibrium
Drees, Burkhard - In: The Scandinavian journal of economics 97 (1995) 3, pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
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Dynamic hedging, positive feedback, and general equilibrium
Hilpisch, Yves - 2001
Persistent link: https://www.econbiz.de/10001570958
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Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.; Tzavalis, Elias - 2000
Persistent link: https://www.econbiz.de/10001540194
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Robust general equilibrium under stochastic volatility model
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Finance research letters 7 (2010) 4, pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
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General equilibrium option pricing under counter-cyclical growth and long-run risk
Hore, Satadru; Lopes, Hedibert Freitas; McCulloch, Robert E. - 2016
Persistent link: https://www.econbiz.de/10011529674