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Results 1-10 of 191.
Item hits:
| Date | Title |
Authors |
| 2005 | On finite dimensional realizations for the term structure of futures prices | Björk, Tomas / Blix, Magnus / Landén, Camilla |
| 2005 | Option pricing: real and risk-neutral distributions | Constantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos |
| 2002 | Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions | Dudenhausen, Antje |
| 2006 | Hedging Basket Options by Using a Subset of Underlying Assets | Su, Xia |
| 2004 | When are Static Superhedging Strategies Optimal? | Branger, Nicole / Esser, Angelika / Schlag, Christian |
| 2006 | Perpetual barrier options in jump-diffusion models | Gapeev, Pavel V. |
| 2005 | Mispricing of S&P 500 index options | Constantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos |
| 2012 | A parsimonious model for intraday European option pricing | Scalas, Enrico / Politi, Mauro |
| 2011 | Does modeling framework matter? A comparative study of structural and reduced-form models | Gündüz, Yalin / Uhrig-Homburg, Marliese |
| 2007 | Accelerating the calibration of stochastic volatility models | Kilin, Fiodar |
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