54 research outputs found
Stochastic Dominance Option Bounds and Nth Order Arbitrage Opportunities
- Author
- A Lo
- Antonella Basso
- Antonio E Bernardo
- Bruce D Grundy
- Chi-Fu Huang
- Dimitris Bertsimas
- Fischer Black
- G Franke
- G M Constantinides
- G M Constantinides
- Haim Levy
- James Huang
- James Huang
- James Huang
- James Huang
- James Huang
- James Huang
- James Huang
- Jean Masson
- Jean Masson
- Jens C Jackwerth
- John H Cochrane
- John W Pratt
- Kamlesh Mathur
- Kanwal Sachdeva
- Kenneth J Arrow
- M Garman
- Mark Rubinstein
- Michael J Brennan
- P Boyle
- Peter Ritchken
- Peter Ritchken
- Peter Ryan
- Peter Ryan
- Richard C Stapleton
- Robert C Merton
- Stylianos Perrakis
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
- Author
- Alexander David
- Alexander David
- Alexander David
- Allan W Kleidon
- Andrea Buraschi
- Andrei Shleifer
- Bing Han
- Bj�rn Eraker
- Bj�rn Eraker
- Bj�rn Eraker
- Chabi-Yo
- Christopher S Jones
- Collin-Dufresne
- Costis Skiadas
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- David M Kreps
- David P Brown
- David S Bates
- David S Bates
- David S Bates
- Eugene F Fama
- Fatih Guvenen
- Francis A Longstaff
- George Chacko
- George M Constantinides
- Giovanni Barone-Adesi
- Gurdip Bakshi
- Gurdip Bakshi
- Gurdip Bakshi
- Itamar Drechsler
- Jacob Boudoukh
- Jason Beeler
- Jens C Jackwerth
- Jens C Jackwerth
- Jing-Zhi Huang
- John Y Campbell
- John Y Campbell
- Joost Driessen
- Joshua D Coval
- Joshua V Rosenberg
- Julien Hugonnier
- Jun Liu
- Jun Liu
- Kenneth L Judd
- Larry G Epstein
- Lars Hansen
- Lars P Hansen
- Liu
- Luca Benzoni
- Luca Benzoni
- Mark Broadie
- Mark Fisher
- Mark Rubinstein
- Mark Schroder
- Mark Schroder
- Mikhail Chernov
- Neil G Shephard
- Nicolae B G�rleanu
- Nicolas P B Bollen
- Oleg Bondarenko
- Orazio P Attanasio
- Patrick Dennis
- Pedro Santa-Clara
- Pierre Collin-Dufresne
- Pietro Veronesi
- Pietro Veronesi
- Rajnish Mehra
- Ravi Bansal
- Ravi Bansal
- Ravi Bansal
- Ren� Garcia
- Ren� Garcia
- Robert E Hall
- Robert J Barro
- Robert S. Goldstein
- Stephen Figlewski
- Steven L Heston
- T Green
- Tim Bollerslev
- Yacine A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study
Generalized Binomial Trees
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1996
- Field of study
Valuing Real Options using Implied Binomial Trees and Commodity Futures Options
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
Valuing Real Options with Implied Binomial Trees
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Implied Binomial Trees in Excel without VBA
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities Using Brazilian Real Currency Options
- Author
- Andr� Catal�o
- Aquiles Farias
- C Crnkovic
- D Breeden
- D Shimko
- E J Chang
- Eric Jondeau
- Eurilton Araujo
- F Black
- G Bakshi
- J Berkowitz
- J Issler
- James Mcdonald
- Jens C Jackwerth
- Jens C Jackwerth
- Jens C Jackwerth
- Jose Renato Haas Ornelas
- José Fajardo
- Jos� Campa
- Kabir Dutta
- M M Abe
- M Rubinstein
- Marian Micu
- M�rcio Nakane
- P Buchen
- R R Bliss
- S Ross
- Sofie Coutant
- W R Melick
- Xiaoquan Liu
- Y Ait-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
- …