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DateTitle Authors
2008 Information shocks, jumps, and price discovery: Evidence from the US Treasury marketJiang, George J. / Lo, Ingrid / Verdelhan, Adrien
2010 Search frictions and asset price volatilityRavikumar, B. / Shao, Enchuan
2011 Private information flow and price discovery in the U.S. treasury marketJiang, George J. / Lo, Ingrid
2001 On the use of numeraires in option pricingBenninga, Simon / Björk, Tomas / Werner, Zvi
2005 Towards a general theory of good deal boundsBjörk, Tomas / Slinko, Irina
2001 The valuation of corporate liabilities: Theory and testsEricsson, Jan / Reneby, Joel
2000 Gain, loss, and asset pricing: It is much easier ; a noteLongarela, Iñaki R.
2012 Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno / Fontaine, Jean-Sébastien / Taamouti, Abderrahim / Tédongap, Roméo
2013 Jump-diffusion long-run risks models, variance risk premium and volatility dynamicsJin, Jianjian
2003 Simple and enlarged separation portfolios: On their use when arbitraging and synthesizing securitiesApreda, Rodolfo

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