Research classified by Journal of Economic Literature (JEL) codes

1995

• Lo, Andrew W & Wang, Jiang, 1995, "Implementing Option Pricing Models When Asset Returns Are Predictable," Journal of Finance, American Finance Association, volume 50, issue 1, pages 87-129, March.
• Gallant, A. Ronald & Tauchen, George E., 1995, "Specification Analysis of Continuous Time Models in Finance," Working Papers, Duke University, Department of Economics, number 95-49.
• Tauchen, George E. & Gallant, A. Ronald, 1995, "Estimation of Continuous Time Models for Stock Returns and Interest Rates," Working Papers, Duke University, Department of Economics, number 95-53.
• Dumas, Bernard & Peter Jennergren, L. & Naslund, Bertil, 1995, "Realignment risk and currency option pricing in target zones," European Economic Review, Elsevier, volume 39, issue 8, pages 1523-1544, October.
• Aase Nielsen, J. & Sandmann, Klaus, 1995, "Equity-linked life insurance: A model with stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, volume 16, issue 3, pages 225-253, July.
• Hun Y. Park & Asani Sarkar & Lifan Wu, 1995, "The costs and benefits of dual trading," Staff Reports, Federal Reserve Bank of New York, number 2.
• Gary Gorton & Richard J. Rosen, 1995, "Banks and derivatives," Working Papers, Federal Reserve Bank of Philadelphia, number 95-12.
• Kast, R. & Lapied, A., 1995, "Discrete Time Option Pricing with Bid-Ask Spreads," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a26.
• Venditti, A., 1995, "Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a27.
• Chambers, R.G. & Quiggin, J., 1995, "Separation and Hedging Results with State-Contingent Production," Papers, Australian National University - Department of Economics, number 293.
• Heal, G., 1995, "Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World," Papers, Columbia - Graduate School of Business, number 95-30.
• Edwards, F.R., 1995, "Mutual Funds and Financial Stability," Papers, Columbia - Graduate School of Business, number 95-31.
• Edwards, F.R. & Park, J.M., 1995, "Do Managed Futures Make Good Investments?," Papers, Columbia - Graduate School of Business, number 95-32.
• Kearney, C., 1995, "The Determination of Stock Market Volatility and Its International Transmission," Papers, Western Sydney - School of Business And Technology, number e9504.
• Björk, T. & Kabanov, Y. & Runggaldier, W., 1995, "Bond markets where prices are driven by a general marked point process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 88, Dec.
• Ericsson, Jan & Reneby, Joel, 1995, "A Framework for Valuing Corporate Securities," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 89, Dec, revised 03 Dec 1998.
• Lence, Sergio H. & Hayes, Dermot J., 1995, "Optimal Hedging Under Forward-Looking Behavior," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 533, Dec.
• Lence, Sergio H & Hayes, Dermot J., 1995, "Optimal Hedging Under Forward-Looking Behaviour," ISU General Staff Papers, Iowa State University, Department of Economics, number 199512010800001137, Dec.
• Gary Gorton & Richard Rosen, 1995, "Banks and Derivatives," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1995, Volume 10".
• Gary Gorton & Richard Rosen, 1995, "Banks and Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 5100, Apr.
• David S. Bates, 1995, "Testing Option Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 5129, May.
• Yacine Ait-Sahalia & Andrew W. Lo, 1995, "Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 5351, Nov.
• Broadie, Mark & Detemple, Jerome, 1995, "American Capped Call Options on Dividend-Paying Assets," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 1, pages 161-191.
• George Mckenzie & Simon Wolfe, 1995, "Limited liability and bank safety net procedures," The European Journal of Finance, Taylor & Francis Journals, volume 1, issue 3, pages 219-235, DOI: 10.1080/13518479500000018.
• Ho, W.H., 1995, "Imperfect Information, Money and Economic Growth," Working Papers, University of Waterloo, Department of Economics, number 9507.
• Gary Gorton & Richard Rosen, 1995, "Banks and Derivatives," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-07, Feb.
• Kabanov, Y. M. & Safarian, M., 1995, "On Leland's Strategy of Option Pricing with Transaction Costs," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,65.

1994

• James M. Hutchinson & Andrew W. Lo & Tomaso Poggio, 1994, "A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 4718, Apr.
• Andrew W. Lo & Jiang Wang, 1994, "Implementing Option Pricing Models When Asset Returns Are Predictable," NBER Working Papers, National Bureau of Economic Research, Inc, number 4720, Apr.
• Dilip B. Madan & Frank Milne, 1994, "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Working Paper, Economics Department, Queen's University, number 1158, Jul.
• Michael Bowe, 1994, "The Costs of Arbitrage and Futures Market Trading Activity," International Journal of the Economics of Business, Taylor & Francis Journals, volume 1, issue 2, pages 247-270, DOI: 10.1080/758516798.
• de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 639.
• de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Other publications TiSEM, Tilburg University, School of Economics and Management, number fe78b828-fae3-4ccd-b7b8-b.
• Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso, 1994, "A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks," Journal of Finance, American Finance Association, volume 49, issue 3, pages 851-889, July.
• Dilip B. Madan & Frank Milne, 1994, "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Mathematical Finance, Wiley Blackwell, volume 4, issue 3, pages 223-245, July, DOI: 10.1111/j.1467-9965.1994.tb00093.x.
• Mark Broadie & Jérôme Detemple, 1994, "American Capped Call Options on Dividend Paying Assets," CIRANO Working Papers, CIRANO, number 94s-01, Jan.
• Mark Broadie & Jérôme Detemple, 1994, "American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods," CIRANO Working Papers, CIRANO, number 94s-07, Sep.
• Mark Broadie & Jérôme Detemple, 1994, "The Valuation of American Options on Multiple Assets," CIRANO Working Papers, CIRANO, number 94s-08, Sep.
• Lorenzo de Cristobal y de Nicolás, 1994, "Evolución de los productos derivados sobre tipos de interés en España: análisis de sus riestos y ventajas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 52-69.
• Arturo de la Lama López-Areal, 1994, "Regulación y control de los nuevos riesgos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 70-93.
• Agustín Garmendia Iribar, 1994, "Deuda pública de Euskadi," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 126-147.
• Juan Luis Llorens, 1994, "La bolsa de Bilbao: presente y futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 148-177.

1993

• Shiller, Robert J, 1993, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Journal of Finance, American Finance Association, volume 48, issue 3, pages 911-931, July.
• Pindyck, Robert S, 1993, "The Present Value Model of Rational Commodity Pricing," Economic Journal, Royal Economic Society, volume 103, issue 418, pages 511-530, May.
• Krister Rindell, 1993, "On the use of the Black & Scholes model in a stochastic interest rate economy," Finnish Economic Papers, Finnish Economic Association, volume 6, issue 2, pages 123-130, Autumn.
• Morris Goldstein & Michael Mussa, 1993, "The integration of world capital markets," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 245-330.
• Broadie, M. & Detemple, J., 1993, "American Capped Call Options on Dividend Paying Assets," Papers, Columbia - Graduate School of Business, number 93-08a.
• Bernard Dumas & Peter Jennergren & Bertil Näslund, 1993, "Realignment risk and currency option pricing in target zones," Working Papers, HAL, number hal-00610767.
• Sergio H. Lence & Dermot J. Hayes, 1993, "Optimal Hedging under Forward-Looking Behavior," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 93-wp108, Jun.
• Lo, Andrew W. (Andrew Wen-Chuan) & Wang, Jiang, 1959-, 1993, "Implementing option pricing models when asset returns are predictable," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3593-93..
• Robert J. Shiller, 1993, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0131, Dec.
• Robert S. Pindyck, 1992, "The Present Value Model of Rational Commodity Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 4083, May.
• Bernard Dumas & L. Peter Jennergren & Bertil Naslund, 1993, "Realignment Risk and Currency Option Pricing in Target Zones," NBER Working Papers, National Bureau of Economic Research, Inc, number 4458, Sep.
• David S. Bates, 1993, "Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 4596, Dec.

1992

• Louis O. Scott, 1992, "The Information Content of Prices in Derivative Security Markets," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 3, pages 596-625, September.
• Rich Fortin & Judy Maese, 1992, "Option Introduction and Liquidity Changes in the OTC/NASDAQ Equity Market," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 2, issue 1, pages 39-52, Fall.
• Serletis, Apostolos, 1992, "Unit root behavior in energy futures prices," MPRA Paper, University Library of Munich, Germany, number 1744.
• Dilip B. Madan & Frank Milne & Robert Elliott, 1992, "Incomplete Diversification and Asset Pricing," Working Paper, Economics Department, Queen's University, number 865, Jul.
• Jianjun Miao & Dirk Hackbarth, 2008, "The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries," 2008 Meeting Papers, Society for Economic Dynamics, number 12.
• Madan, Dilip B. & Milne, Frank & Elliott, Robert, 1992, "Incomplete Diversification and Asset Pricing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273258, Jul, DOI: 10.22004/ag.econ.273258.
• Robert J. Shiller, 1992, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1036, Nov.
• Vesa Puttonen, 1992, "On the behaviour of the Finnish stock index options markets," Finnish Economic Papers, Finnish Economic Association, volume 5, issue 2, pages 117-128, Autumn.
• Bernard Dumas & Lars Peter Jennergren & Bertil Näslund, 1992, "Realignment risk and currency option pricing in target zones," Working Papers, HAL, number hal-00611598.

1991

• Easton, Pd & Harris, Ts, 1991, "Earnings As An Explanatory Variable For Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 19-36, DOI: http://hdl.handle.net/10.2307/24910.
• Dilip B. Madan & Frank Milne, 1991, "Option Pricing With V. G. Martingale Components1," Mathematical Finance, Wiley Blackwell, volume 1, issue 4, pages 39-55, October, DOI: 10.1111/j.1467-9965.1991.tb00018.x.
• Pindyck, Robert S., 1991, "The present value model of rational commodity pricing," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3354-91..
• Dale, Charles, 1991, "Economics of Energy Futures Markets," MPRA Paper, University Library of Munich, Germany, number 47447, Sep.
• Dilip B. Madan & Frank Milne, 1991, "Option Pricing With V. G. Martingale Components," Working Paper, Economics Department, Queen's University, number 1159, Oct.

1990

• Kuchiki, Akifumi, 1990, "The Pricing Mechanism of Primary Commodities since the 1970s," The Developing Economies, Institute of Developing Economies, Japan External Trade Organization(JETRO), volume 28, issue 1, pages 95-110, March.
• Dilip B. Madan & Frank Milne & Hersh Shefrin, 1990, "The Multinomial Option Pricing Model And Its Brownian And Poisson Limits," Working Paper, Economics Department, Queen's University, number 1162, Jan.
• Milne, Frank & Madan, Dilip & Shefrin, Hersh, 1990, "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273638, Jan, DOI: 10.22004/ag.econ.273638.

1989

• Madan, Dilip B & Milne, Frank & Shefrin, Hersh, 1989, "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," The Review of Financial Studies, Society for Financial Studies, volume 2, issue 2, pages 251-265.
• Joshua D. Angrist & Whitney K. Newey, 1989, "Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 626, Jan.

1986

1984

• Chichilnisky, Graciela, 1984, "Manipulations and repeated games in future markets," MPRA Paper, University Library of Munich, Germany, number 8083.

1982

• Soliman, Ibrahim, 1982, "Red Meat Price Policy in Egypt," Working Papers, University of California, Davis, Agricultural Development Systems: Egypt Project, number 233021, Mar, DOI: 10.22004/ag.econ.233021.
• Ricks, We, 1982, "The Markets Response To The 1974 Lifo Adoptions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 367-387, DOI: http://hdl.handle.net/10.2307/24907.
• Biddle, Gc & Lindahl, Fw, 1982, "Stock-Price Reactions To Lifo Adoptions - The Association Between Excess Returns And Lifo Tax Savings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 551-588, DOI: http://hdl.handle.net/10.2307/24908.

1981

• Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981, "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper, University Library of Munich, Germany, number 45754.
• Dale, Charles, 1981, "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper, University Library of Munich, Germany, number 45839.
• Dale, Charles & Workman, Rosemarie, 1981, "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 48639.
• Soliman, Ibrahim, 1981, "Red-Meat Price Policy in Egypt," MPRA Paper, University Library of Munich, Germany, number 67171, Jul.
• Charles Dale, 1981, "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 1, issue 1, pages 77-88, March.
• Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981, "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 1, issue 3, pages 379-387, September.

1980

• Dale, Charles & Workman, Rosemarie, 1980, "The arc sine law and the treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 46101, Nov.
• Vignola, Anthony & Dale, Charles, 1980, "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper, University Library of Munich, Germany, number 48812.

1979

• Vignola, Anthony & Dale, Charles, 1979, "Is the Futures Market for Treasury Bills Efficient?," MPRA Paper, University Library of Munich, Germany, number 48762.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979, "Treasury/Federal Reserve Study of Treasury Futures Markets Volume I: Summary and Recommendations," MPRA Paper, University Library of Munich, Germany, number 58273, May.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979, "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper, University Library of Munich, Germany, number 58897, May.

1974

• Derstine, Rp & Huefner, Rj, 1974, "Lifo-Fifo, Accounting Ratios And Market Risk," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 216-234, DOI: http://hdl.handle.net/10.2307/24903.

1972

• Mandelbrot, Benoit B, 1972, "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, volume 45, issue 4, pages 542-543, October, DOI: 10.1086/295487.

1970

• West, Rr, 1970, "Alternative Approach To Predicting Corporate Bond Ratings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 118-125, DOI: http://hdl.handle.net/10.2307/26747.
• Horrigan, Jo, 1970, "Alternative Approach To Predicting Corporate Bond Ratings - Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 126-127, DOI: http://hdl.handle.net/10.2307/26747.

1963

• Benoit Mandelbrot, 1963, "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, volume 36, pages 394-394, DOI: 10.1086/294632.

1960

• Andrew J. Clark & Herbert Scarf, 1960, "Optimal Policies for a Multi-Echelon Inventory Problem," Management Science, INFORMS, volume 6, issue 4, pages 475-490, July, DOI: 10.1287/mnsc.6.4.475.

0

• Rose Mary K. Abraham, , "Financialisation of Commodity Markets: Evidence from India," Margin-The Journal of Applied Economic Research, National Council of Applied Economic Research, number v:16:y:2022:i:2022-1:p:10, DOI: https://doi.org/10.1177/09738010211.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/01, Jan.
• Michi Nishihara & Takashi Shibata, 2020, "Optimal capital structure and bankruptcy cascades," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 20-10, Jul.
• Michi NISHIHARA, 2021, "How should a startup respond to acquirers? A real options analysis," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 20-24, Mar.
• Jennifer Conrad & Robert F Dittmar & Allaudeen Hameed, 0, "Implied Default Probabilities and Losses Given Default from Option Prices," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 629-652.
• Jens Jackwerth & Jeffrey Pontiff, 0, "What Do Index Options Teach Us About COVID-19?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 618-634.
• Ing-Haw Cheng & Jeffrey Pontiff, 0, "Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 635-668.
• Maria Giuseppina Bruno & Antonio Grande, , "Pricing arithmetic average options and basket options using Monte Carlo and Quasi-Monte methods," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 143/15.
• Arnold, Lutz G., 2023, "On the neutrality of socially responsible investing," Theoretical Economics, Econometric Society, volume 18, issue 1, January.
• Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018, "Accounting Noise and the Pricing of Cocos," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-037/VI, Apr.
• Johan de Jong & Joep Sonnemans & Jan Tuinstra, , "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-028/II.
• Xu Lin & Sweder van Wijnbergen, , "The Social Cost of Carbon under Climate Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-032/IV.
• Michele Moretto & Gianpaolo Rossini, , "Start-up entry strategies: Employer vs. Nonemployer firms," Working Papers, University of Brescia, Department of Economics, number ubs0409.
• Aaron Tornell & Chunming Yuan, , "Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-116, revised 01 Nov 2009.
• Burcu Bahcecı Baskurt & Şaban Çelik, 0, "Contıngent Claıms Analysıs as a Credıt Rısk Metrıc: Evıdence from Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-30.
• Yacine Aït-Sahalia & Andrew W. Lo, , "Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 332.
• Gurdip S. Bakshi & Zhiwu Chen, , "Equilibrium Valuation of Foreign Exchange Claims," Research in Financial Economics, Ohio State University, number 9510.
• Mordecai Kurz & Ho-Mou Wu, , "Endogenous Uncertainty in a General Equilibrium Model with Price Contingent Contracts," Working Papers, Stanford University, Department of Economics, number 96002.
• Peter D Spencer, , "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.
• Marco Realdon, , "Valuation of Exchangeable Convertible Bonds," Discussion Papers, Department of Economics, University of York, number 03/17.
• Marco Realdon, , "Convertible Subordinated Debt Valuation and "Conversion in Distress"," Discussion Papers, Department of Economics, University of York, number 03/18.
• Marco Realdon, , "Valuation of Put Options on Leveraged Equity," Discussion Papers, Department of Economics, University of York, number 03/19.
• Marco Realdon, , "Corporate Bond Valuation with Both Expected and Unexpected Default," Discussion Papers, Department of Economics, University of York, number 03/21.
• Patrick Leoni & St�phane Luchini, , "Design the Financial Tool to Promote Universal Free Access to AIDS Care," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 214.
• Patrick Leoni & St�phane Luchini, , "Designing the Financial Tools to Promote Universal Free-Access to AIDS Care," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 227.
• Bent Jesper Christensen & Morten Ø. Nielsen, , "Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-4.
• Yan, Lei & Irwin, Scott H. & Sanders, Dwight R., 2016, "The Relationship between Commodity Investment Flows and Crude Oil Futures Prices: Real or Spurious?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235933, May, DOI: 10.22004/ag.econ.235933.
• Revoredo-Giha, Cesar & Zuppiroli, Marco, 2013, "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 2, issue 3, pages 1-19, December, DOI: 10.22004/ag.econ.162073.
• Forbes, Catherine S. & Kalb, Guyonne R. J. & Kofman, Paul, , "Bayesian Arbitrage Threshold Analysis," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267925, DOI: 10.22004/ag.econ.267925.
• Claudio Albanese & Adel Osseiran, 2007, "Moment Methods for Exotic Volatility Derivatives," Papers, arXiv.org, number 0710.2991, Oct.
• A. Brace & G. Fabbri & B. Goldys, 2007, "An Hilbert space approach for a class of arbitrage free implied volatilities models," Papers, arXiv.org, number 0712.1343, Dec, revised Dec 2007.
• Peter Spreij & Enno Veerman & Peter Vlaar, 2008, "Multivariate Feller conditions in term structure models: Why do(n't) we care?," Papers, arXiv.org, number 0804.1039, Apr.
• Ashkan Nikeghbali & Eckhard Platen, 2008, "On honest times in financial modeling," Papers, arXiv.org, number 0808.2892, Aug.
• Damiano Brigo & Naoufel El-Bachir, 2008, "An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model," Papers, arXiv.org, number 0812.4199, Dec.
• Ulrich Horst & Felix Naujokat, 2008, "Illiquidity and Derivative Valuation," Papers, arXiv.org, number 0901.0091, Dec.
• Claudio Albanese & Harry Lo & Aleksandar Mijatovi'c, 2009, "Spectral methods for volatility derivatives," Papers, arXiv.org, number 0905.2091, May.
• Xavier De Scheemaekere, 2009, "Upper and lower bounds on dynamic risk indifference prices in incomplete markets," Papers, arXiv.org, number 0909.3219, Sep, revised Sep 2010.
• Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010, "FX Smile in the Heston Model," Papers, arXiv.org, number 1010.1617, Oct.
• Tim Leung & Qingshuo Song & Jie Yang, 2011, "Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing," Papers, arXiv.org, number 1109.5316, Sep, revised Mar 2013.
• Enrico Scalas & Mauro Politi, 2012, "A parsimonious model for intraday European option pricing," Papers, arXiv.org, number 1202.4332, Feb.
• Jos'e Da Fonseca & Alessandro Gnoatto & Martino Grasselli, 2012, "A flexible matrix Libor model with smiles," Papers, arXiv.org, number 1203.4786, Mar.
• Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Papers, arXiv.org, number 1203.5903, Mar, revised Aug 2012.
• Hongzhong Zhang & Tim Leung & Olympia Hadjiliadis, 2013, "Stochastic Modeling and Fair Valuation of Drawdown Insurance," Papers, arXiv.org, number 1310.3860, Oct.
• Vladislav Kargin, 2003, "Consistent Estimation of Pricing Kernels from Noisy Price Data," Papers, arXiv.org, number math/0310223, Oct.
• Carlos León, 2009, "Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos," Borradores de Economia, Banco de la Republica de Colombia, number 570, Aug, DOI: 10.32468/be.570.
• Ana María Iregui & Ligia Alba Melo & María Teresa Ramírez, 2009, "Rigideces de los salarios a la baja en Colombia: Evidencia empírica a partir de una muestra de salarios a nivel de firma," Borradores de Economia, Banco de la Republica de Colombia, number 571, Aug, DOI: 10.32468/be.571.
• Carlos León & Francisco Vivas, 2010, "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 603, May, DOI: 10.32468/be.603.
• Mariana Laverde & Esteban Gómez & Miguel Ángel Morales Mosquera, 2011, "Measuring Systemic Risk in the Colombian Financial System: Systemic Contingent Claims Approach," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 060, Sep, DOI: 10.32468/tef.60.