69

Adaptive Mesh Modeling and Barrier Option Pricing Under a Jump-Diffusion Process

Year:
2007
Language:
english
File:
PDF, 314 KB
english, 2007
70

IPO Vintage and the Rise of Idiosyncratic Risk

Year:
2005
Language:
english
File:
PDF, 277 KB
english, 2005
71

Estimation of a Stochastic Volatility Model Using Pricing and Hedging Information

Year:
2002
Language:
english
File:
PDF, 154 KB
english, 2002
72

Firm Age and Fluctuations in Idiosyncratic Risk

Year:
2004
Language:
english
File:
PDF, 246 KB
english, 2004
75

Expected Idiosyncratic Volatility Measures and Expected Returns

Year:
2011
Language:
english
File:
PDF, 721 KB
english, 2011