Similar Search Results

Risk-reducing options in crowdinvesting : an experimental study

Angerer, Martin; Niemand, Thomas; Kraus, Sascha; Thies, … - In: Journal of small business strategy 28 (2018) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10011992395

Optionsbewertung mit neuronalen Netzen

Hanke, Michael - 1998

Persistent link: https://www.econbiz.de/10000988268

Credit risk, capital structure, and the pricing of equity options

Hanke, Michael - 2003

Persistent link: https://www.econbiz.de/10001763777

Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt

Hanke, Michael - In: Journal of economic dynamics & control 29 (2005) 3, pp. 389-421

Persistent link: https://www.econbiz.de/10002611092

Optionsbewertung mit neuronalen Netzen

Hanke, Michael - 1998

Persistent link: https://www.econbiz.de/10012699740

Consistent pricing of warrants and traded options

Hanke, Michael; Pötzelberger, Klaus - In: Review of financial economics : RFE 11 (2002) 1, pp. 63-77

Persistent link: https://www.econbiz.de/10001716320

Estimating time-varying risk aversion from option prices and realized returns

Kosolapova, Maria; Hanke, Michael; Weissensteiner, Alex - In: Quantitative finance 23 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10013490948

Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: The journal of futures markets 35 (2015) 12, pp. 1103-1116

Persistent link: https://www.econbiz.de/10011546229

Where Would the EUR/CHF Exchange Rate Be Without the SNB's Minimum Exchange Rate Policy?

Hanke, Michael - 2016

Since its announcement made on Sept. 6, 2011, the Swiss National Bank (SNB) has been pursuing the goal of a minimum EUR/CHF exchange rate of 1.20, promising to intervene on currency markets to prevent the exchange rate from falling below this level. We use a compound option pricing approach to...

Persistent link: https://www.econbiz.de/10013006912

Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2663-2683

Persistent link: https://www.econbiz.de/10012128877