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DateTitle Authors
1996 Did Option Prices Predict the ERM Crises?Mizrach, Bruce
2002 Extended Libor Market Models with Affine and Quadratic VolatilityZühlsdorff, Christian
2008 A semiparametric factor model for electricity forwardBorak, Szymon / Weron, Rafał
2008 Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten / Constantinides, George M. / Czerwonko, Michal / Perrakis, Stelios
2010 The emergence and future of central counterpartiesKoeppl, Thorsten V. / Monnet, Cyril
2008 Theory of storage: an empirical assessment of the European natural gas marketStronzik, Marcus / Rammerstorfer, Margarethe / Neumann, Anne
2011 SEA presidential address: Group connectivity and cooperationUrbano, Amparo
2011 The information content in a volatility index for SpainGonzalez-Perez, Maria T. / Novales, Alfonso
2013 Reference dependent preferences and the EPK puzzleGrith, Maria / Karl Härdle, Wolfgang / Krätschmer, Volker
2003 A general equilibrium financial asset economy with transaction costs and trading constraintsMilne, Frank / Neave, Edwin

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