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24 research outputs found

Arbitrage Bounds of the Implied Volatility Strike and Term Structures of European-Style Options

Author: Barle S.
Derman E.
Dupire B.
Hardy M. Hodges
Shimko D.
Publication venue: 'Pageant Media US'
Publication date
Field of study

Studies of Protein and Amino Acid Metabolism in the Human Liver

Author: A Fleck
A Fleck
A Korner
A McFarlane
B Acker van
B Ahlman
D Breuille
D Herndon
D McMillan
D Peavy
E Roth
F Hammarqvist
F Hammarqvist
G Keller
G Leveille
G Mortimore
GA Young
H Barle
H Barle
H Barle
H Barle
H Barle
H Barle
H Barle
H Barle
H Moshage
HJ Moshage
HJ Voerman
J Pella
J Skillman
J Wernerman
J Zachwieja
K Jeejeebhoy
K Maeda
KA Hunter
KCH Fearon
M Cayol
M Clemens
M Dahn
M Gersovitz
M McNurlan
M Mjaaland
MA McNurlan
MA Rotschild
MM Jepson
MS Dahn
O Ljungqvist
O Mansoor
O Mansoor
OS Olufemi
P Essén
P Feo de
P Garlick
PE Ballmer
PE Ballmer
PE Ballmer
PG Lunn
PJ Garlick
PO Hasseigren
SD Heys
SO Liljedahl
V Pain
VM Pain
ZM Jiang
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/1999
Field of study

Repeated quantitative measurements of De Novo synthesis of albumin and fibrinogen

Author: A Fu
A Norberg
A Norberg
Andras Komaromi
C Slater
CH van den Akker
Christina Hebert
DC McMillan
E Volpi
G Caso
G Caso
G Caso
G Dumitrescu
Gabriel Dumitrescu
H Barle
H Barle
H Barle
H Barle
H Barle
H Barle
Jan Wernerman
JE Bunt
KA Hunter
KK Witte
L Pilgeram
LO Pilgeram
M Giordano
MA McNurlan
Maria Klaude
MD Barber
Olav Rooyackers
P Balagopal
P Essen
PE Ballmer
Reza Khodarahmi
SB Nadler
SC Verbruggen
T Preston
T Preston
Åke Norberg
Publication venue: 'Public Library of Science (PLoS)'
Publication date
Field of study

Alterations in tympanic membrane appearance and middle ear function in 11-year-old children with complete unilateral cleft lip and palate compared with healthy age-matched subjects

Author: Barle P.W.L.
Bluestone C. D.
Dhillon R. S.
Graham M. D.
Grant H. R.
Jensen B.L.
Moller P.
Moore I. J.
Paradise J. L.
Skoinik E. M.
Tos M.
Publication venue: 'Wiley'
Publication date
Field of study

How Precise Are Price Distributions Predicted by Implied Binomial Trees?

Author: B Dupire
E Derman
E Derman
J Cox
J Hull
J Jackwerth
J Jackwerth
M Rubinstein
MR Fengler
NH Bingham
P Kloeden
R Merton
S Barle
W Härdle
W Härdle
Y Aït-Sahalia
Y Aït-Sahalia
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2002
Field of study

EconStor (ZBW Kiel)

Depression of liver protein synthesis during surgery is prevented by growth hormone

Author: Barle H.
Björn Nyberg
Clemmons D. R.
de Feo P.
Essén P.
Garlick P. J.
Hans Barle
Hans Olivecrona
Henshaw E. C.
Jan Wernerman
Manson J. M.
Margaret A. McNurlan
McNurlan M. A.
Michael Tally
Mortimore G.
Möller N.
Pell J.
Peter J. Garlick
Pia Essén
Sönsken P. H.
Thorell A.
Wolthers T.
Woodside K.
Publication venue: 'American Physiological Society'
Publication date
Field of study

A Survey on Implied Theories : The Volatility Models

Author: ? Alexander
? Andersen
? An�
? Avellaneda
? Barle
? Black
? Brown
? Coleman
? Cox
? Cox
? Dumas
? Dupire
? Engle
? Fengler
? Gatheral
? Gatheral
? Hagan
? Haug
? Ilinski
? Jackwerth
? Lewis
? Rosenberg
? Said
? Skiadopoulos
? Tavella
? Zhu
D T ? Breden
E ? Derman
E ? Derman
E ? Derman
E ? Derman
E ? Derman
G Blacher
J P ? Fouque
L R ? Glosten
M Rubinstein
R C ? Merton
S L ? Heston
Sofiane Aboura
Publication venue: 'Elsevier BV'
Publication date: 01/01/2002
Field of study

Construction of Arbitrage-Free Implied Trees: A New Approach

Author: A Buraschi
B Dumas
B Dupire
B Kamrad
E Derman
E Derman
F Black
G Bakshi
G Brown
G Skiadopoulos
J Cox
J Jackwerth
J Jackwerth
J Jackwerth
L Andersen
M Rubinstein
P Boyle
P Ritchken
S Barle
T Cheuk
Tobias Herwig
Y A�t-Sahalia
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

Option-Implied Risk-Neutral Distributions and Implied Binomial Trees

Author: Barle S.
Bates D.
Bernardo A.
Britten-Jones M.
Brown G.
Campa J.
Chriss N.
Cochrane J.
Corrado C.
Derman E.
Dupire B.
Jens Carsten Jackwerth
Johnson N.
Lagnado R.
McCauley R.
Posner S.
Ritchey R.
Shimko D.
Publication venue: 'Pageant Media US'
Publication date
Field of study

Building a Consistent Pricing Model from Observed Option Prices

Author: B Dumas
B Dupire
D Duffie
D Duffie
D Sondermann
Dietmar P.J. Leisen
E Derman
E Derman
E G Luttmer
G Bakshi
H Kushner
J Cvitanic
J Cvitanic
J M Harrison
J.-C Jackwerth
Jean Paul Laurent
L P Hansen
M Avellaneda
M Rubinstein
N A Chriss
N El Karoui
P Buchen
P Carr
P Zipkin
R C Merton
R Jarrow
R T Rockafellar
S Barle
W Melick
Publication venue: 'Elsevier BV'
Publication date: 01/01/1999
Field of study

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