Search for

Results of search for option pricing

Records found: 7

DP9023	Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees Author(s): Bryan Kelly, Hanno Lustig and Stijn van Nieuwerburgh Published: June 2012
DP4960	Loss Functions in Option Valuation: A Framework for Model Selection Author(s): Dennis Bams, Thorsten Lehnert and Christian C Wolff Published: March 2005
DP3005	Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities Author(s): Massimo Guidolin and Allan Timmermann Published: October 2001
DP2327	Option Pricing and Foreign Investment under Political Risk Author(s): Joseph A Cherian and Enrico C Perotti Published: December 1999
DP2010	Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election Author(s): Sophie Coutant, Eric Jondeau and Michael Rockinger Published: October 1998
DP684	Evaluating the Minimum Asset Tax on Corporations: An Option Pricing Approach Author(s): Antonio Estache and Sweder van Wijnbergen Published: June 1992
DP415	Secondary Market Prices Under Alternative Debt Reduction Schemes: An Option Pricing Approach with an Application to Mexico Author(s): Stijn Claessens and Sweder van Wijnbergen Published: April 1990

Records Found 7