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~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
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Incremental risk vulnerability
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ECONIS (ZBW)
106
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1
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1
Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
Saved in:
2
When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
European finance review : the official journal of the …
3
(
1999
)
1
,
pp. 79-102
Persistent link: https://www.econbiz.de/10001653159
Saved in:
3
Background risk and the demand for state-contingent claims
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Economic theory : official journal of the Society for …
23
(
2004
)
2
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001871174
Saved in:
4
Risk taking with additive and multiplicative background risks
Franke, Günter
;
Schlesinger, Harris
;
Stapleton, Richard C.
- In:
Journal of economic theory
146
(
2011
)
4
,
pp. 1547-1568
Persistent link: https://www.econbiz.de/10009261956
Saved in:
5
Two-dimensional risk-neutral valuation relationships for the pricing of options
Franke, Günter
;
Huang, James
;
Stapleton, Richard C.
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 213-237
Persistent link: https://www.econbiz.de/10003608139
Saved in:
6
Default risk, resolution of uncertainty and the interest rate on corporate loans
Nabar, Prafulla G.
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 221-245)
.
1988
Persistent link: https://www.econbiz.de/10001273314
Saved in:
7
The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
Saved in:
8
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Saved in:
9
Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Saved in:
10
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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