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VaR and CVaR implied in option...
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Barone-Adesi, Giovanni
172
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13
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13
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12
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1
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Saved in:
2
The saga of the American put
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2909-2918
Persistent link: https://www.econbiz.de/10003121063
Saved in:
3
The design of new derivative markets
Barone-Adesi, Giovanni
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 51-59)
.
2008
Persistent link: https://www.econbiz.de/10003787690
Saved in:
4
Options to trade foreign currencies at the "most favorable" rate
Chesney, Marc
;
Barone-Adesi, Giovanni
-
1991
Persistent link: https://www.econbiz.de/10000813418
Saved in:
5
Capital structure, call policies and flotation costs : a dog chasing its tail
Delgado, Francisco A.
;
Barone-Adesi, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000927670
Saved in:
6
On the use of implied stock volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni
;
Brown, Keith C.
;
Harlow, W. V.
-
1994
Persistent link: https://www.econbiz.de/10000896978
Saved in:
7
Alm in banks
Barone-Adesi, Giovanni
-
1994
Persistent link: https://www.econbiz.de/10000896979
Saved in:
8
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
-
1994
Persistent link: https://www.econbiz.de/10000899141
Saved in:
9
Le banche e l'efficienza : la sfida possibile
Barone-Adesi, Giovanni
(
contributor
)
-
1994
-
1. ed
Persistent link: https://www.econbiz.de/10000901720
Saved in:
10
Call policies with flotation costs : a dog chasing its tail
Barone-Adesi, Giovanni
;
Delgado, Francisco A.
-
1995
Persistent link: https://www.econbiz.de/10000907907
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