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A game theory analysis of options : corporate finance and financial intermediation in continuous time
Ziegler, Alexandre - 2004 - 2. ed.
This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems in continuous time and under uncertainty. The basic intuition of the method is to separate the problem of the valuation of payoffs from the analysis of strategic interactions....
Persistent link: https://www.econbiz.de/10001825966
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Incomplete information and heterogeneous beliefs in continuous-time finance : with 8 tables
Ziegler, Alexandre - 2003
Persistent link: https://www.econbiz.de/10001734215
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State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion
Ziegler, Alexandre - In: European economic review : EER 46 (2002) 8, pp. 1539-1557
Persistent link: https://www.econbiz.de/10001705090
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When are retail stores preferable to auctions?
Ziegler, Alexandre - 2002
Persistent link: https://www.econbiz.de/10001705390
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Why does implied risk aversion smile?
Ziegler, Alexandre - 2002
Persistent link: https://www.econbiz.de/10001683044
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Dividend growth uncertainty and stock prices
Ziegler, Alexandre - In: Swiss journal of economics and statistics 137 (2001) 4, pp. 579-598
Persistent link: https://www.econbiz.de/10001633816
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Why does implied risk aversion smile?
Ziegler, Alexandre - In: The review of financial studies 20 (2007) 3, pp. 859-904
Persistent link: https://www.econbiz.de/10003554642
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A game theory analysis of options : contributions to the theory of financial intermediation in continuous time
Ziegler, Alexandre - 1998
Persistent link: https://www.econbiz.de/10000676454
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Employment effects of foreign direct investment? : The case of Switzerland
Henneberger, Fred; Ziegler, Alexandre - 1998
Persistent link: https://www.econbiz.de/10001363249
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Unternehmensgrösse und Arbeitsnachfrage : verhalten sich grössere multinationale Unternehmen anders als kleinere?
Henneberger, Fred; Ziegler, Alexandre - 1999
Persistent link: https://www.econbiz.de/10001363260