| 21. | An Improved Estimator for Black-Scholes-Merton Implied Volatility
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2004 - Erasmus Research Institute of Management) - English
Online since 2004.07.06 at 14:43:48 - 133 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 214 Ko) - Zip version (202 Ko) |
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| 22. | Sharpe Thinking with Asymmetrical Preferences
Publishing author: TIBILETTI Luisa
Co-author(s): FARINELLI Simone
Working paper (2002) - English
Online since 2003.01.22 at 10:51:01 - 147 download(s) - 0
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Abstract | Download (pdf - 248 Ko) - Zip version (218 Ko) |
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| 23. | Trader’s Choice between Market and Limit Orders: Evidence from NYSE stocks
Publishing author: BAE Kee-Hong
Co-author(s): JANG Hasung / PARK Kyung Suh
Journal article (2002 - Journal of Financial Markets, forthcoming) - English
Online since 2002.10.29 at 05:06:10 - 123 download(s) - 0
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Abstract | Download (pdf - 332 Ko) - Zip version (312 Ko) |
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| 24. | Accelerating the Calibration of Stochastic Volatility Models
Publishing author: KILIN Fiodar
Co-author(s):
Working paper (2007 - Frankfurt School of Finance and Management) - English
Online since 2007.08.25 at 19:35:39 - 60 download(s) - 0
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Abstract | Download (pdf - 178 Ko) - Zip version (155 Ko) |
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| 25. | Is There a Diversification Benefit from Investing in the Arab Gulf Stock Markets? A Multivariate Analysis
Publishing author: MAGHYEREH Aktham Issa
Co-author(s): ABUL ABDERRAHEEM Sadeq J. / AL-ZOUBI Haitham
Journal article (2006 - Global Business & Economics Review ) - English
Online since 2005.05.29 at 12:31:55 - 116 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (doc - 560 Ko) - Zip version (114 Ko) |
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| 26. | Super replication and Uncertain Volatility: European, American and Passport Options
Publishing author: LEBLANC Matthieu
Co-author(s):
Doctoral dissertation (2002 - University Paris 7) - English
Online since 2005.11.17 at 18:05:49 - 96 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 740 Ko) - Zip version (602 Ko) |
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| 27. | Option pricing with Levy Process
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 13:24:14 - 441 download(s) - 2
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 274 Ko) - Zip version (248 Ko) |
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| 28. | A Martingale Result for Convexity Adjustment in the Black Pricing Model
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 14:32:26 - 202 download(s) - 0
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Abstract | Download (pdf - 282 Ko) - Zip version (215 Ko) |
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| 29. | Modèles à volatilité stochastique discrète (Switching regime models for modeling volatility)
Publishing author: KHACHCHOU Mohammed
Co-author(s): BAHAJI Hamza
Master's thesis (2006 - ESSEC-CNAM) - French
Online since 2006.10.02 at 16:33:55 - 183 download(s) - 0
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Abstract | Download (pdf - 392 Ko) - Zip version (330 Ko) |
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| 30. | Les déterminants de la fourchette des prix en présence d'asymétrie d'information : le cas du CAC 40 (The determinants of bid ask spread under information asymetry: evidence from the CAC 40)
Publishing author: BOUBAKER Adel
Co-author(s): NAOUI Kamel
Working paper (2005 - Faculté des Sciences Economiques et de Gestion de Tunis) - French
Online since 2005.03.02 at 15:18:48 - 176 download(s) - 0
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Abstract (Abstract in English) | Download (pdf - 616 Ko) - Zip version (403 Ko) |
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