1

On the Use of Numeraires in Option Pricing

Year:
2002
Language:
english
File:
PDF, 544 KB
english, 2002
13

Risk, returns, and values in the presence of differential taxation

Year:
2003
Language:
english
File:
PDF, 152 KB
english, 2003
15

Shrinking the Covariance Matrix

Year:
2007
Language:
english
File:
PDF, 398 KB
english, 2007
17

General equilibrium properties of the term structure of interest rates

Year:
1986
Language:
english
File:
PDF, 1.35 MB
english, 1986
18

Hedging with forwards and puts in complete and incomplete markets

Year:
2004
Language:
english
File:
PDF, 256 KB
english, 2004
19

Non-marketability and the value of employee stock options

Year:
2013
Language:
english
File:
PDF, 770 KB
english, 2013
22

The Stock Market Premium, Production, and Relative Risk Aversion

Year:
1991
Language:
english
File:
PDF, 279 KB
english, 1991
35

A Binomial Zero Coupon Model of Expected Bond Returns Term Structure

Year:
2010
Language:
english
File:
PDF, 408 KB
english, 2010
38

The optimal hedge ratio in unbiased futures markets

Year:
1984
Language:
english
File:
PDF, 281 KB
english, 1984
41

Leverage, time preference and the ‘equity premium puzzle’

Year:
1990
Language:
english
File:
PDF, 632 KB
english, 1990
42

The timing of initial public offerings

Year:
2005
Language:
english
File:
PDF, 272 KB
english, 2005
46

Real Options—An Introduction and an Application to R&D Valuation

Year:
2002
Language:
english
File:
PDF, 1.94 MB
english, 2002