Discussion paper DP11608 What is the Expected Return on a Stock? Ian Martin 4 Nov 2016 Financial Economics G10 G12 G17 G31 G32 E22 E44
Discussion paper DP8745 Sources of Risk in Currency Returns Mikhail Chernov Irina Zviadadze 1 Jan 2012 Financial Economics C58 F31 G12
Discussion paper DP7893 Spot and Forward Volatility in Foreign Exchange Lucio Sarno Pasquale Della Corte Ilias Tsiakas 1 Jun 2010 Financial Economics F31 F37 G10 G11
Discussion paper DP7416 Disasters implied by equity index options David Backus Mikhail Chernov Ian Martin 16 Aug 2009 Financial Economics E44 G12
Discussion paper DP5420 Demand-Based Option Pricing Lasse Heje Pedersen Nicolae Bogdan Garleanu 16 Dec 2005 Financial Economics G0 G12 G13 G14 G2
Discussion paper DP4960 Loss Functions in Option Valuation: A Framework for Model Selection Christian Wolff Dennis Bams Thorsten Lehnert 23 Mar 2005 Financial Economics G12
Discussion paper DP2327 Option Pricing and Foreign Investment under Political Risk Enrico Perotti Joseph A Cherian 17 Dec 1999 Financial Economics F30 G12