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2 research outputs found

A Stochastic Correlation Model with Mean Reversion for Pricing Multi-Asset Options

Author: A. Buraschi
C. Ball
F. Black
H. Johnson
J.C. Hull
J.C. Hull
J.H. Halton
J.M. Poterba
Jun Ma
K. Fang
L. Golsten
L.J. Mervill
L.O. Scott
P. Wilmott
P.G. Zhang
R. Engle
R.C. Merton
S.L. Heston
T. Bollerslev
Publication venue
Publication date
Field of study

Mean reversion, Stochastic correlation, Multi-assetoption,

Research Papers in Economics

Voluntary disclosure, information asymmetry and the perception of governance quality: An analysis using a structural equation model

Author: Admati
AICPA
Akerlof
Allegrini
Amihud
Amihud
Arcay
Barry
Baysinger
Berle
Bhattacharya
Bolton
Botosan
Brennan
Bushee
Buskirk
Cai
Chau
Chung-Cheng Hsu
CICA
CMVM
CNMV
Cooke
Dehaene
Denis
Depoers
Diamond
Diamond
Doyle
Eng
Eng
Eng
Esperança
Fama
García Benau
Golsten
Gray
Healy
Healy
Helflin
Hinson
Ho
Jensen
Kanagaretnam
Khlifi
Kim
Klein
Laksmana
Lang
Lee
Leuz
Lev
Linsley
Long
McConnell
McKinnon
Meek
Megginson
Merton
Mitchell
Myers
Méndez
O'Sullivan
O’Brien
Patell
Penman
Petersen
Porter
PwC
Raffournier
Ranaldo
Robb
Schadewitz
Shleifer
Shleifer
Shroff
Singhvi
Stoll
Wang
Welker
Zingales
Publication venue: 'Elsevier BV'
Publication date
Field of study

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