Maximum likelihood tests of option pricing models

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Bibliographische Detailangaben
Veröffentlicht in:Advances in futures and options research
1. Verfasser: Barone-Adesi, Giovanni (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1986
Schlagworte:
1977 > CAPM > Black-Scholes-Modell > Derivat > Schätztheorie > USA > Aufsatz in Zeitschrift
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Titel Jahr Verfasser
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Futures hedging and stochastic volatility 1999 Lien, Da-hsiang Donald
The valuation of American options with the method of lines 1997 Meyer, Gunter H.
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Average inter-security correlation coefficients : implications for the timing of hedging decisions 1997 Brooks, Robert
The skewness premium : option pricing under asymmetric processes 1997 Bates, David S.
Using stock price as numeraire in option pricing models with nonconstant volatility 1997 Li, Anlong
An option-based approach to analyzing financial contracts with multiple indenture provisions 1997 Rich, Don R.
Currency-translated foreign equity options : the American case 1997 Toft, Klaus Bjerre
Numeraire invariance and generalized risk neutral valuation 1997 Kocić, Aleksandar
The latest range 1997 Tucker, Alan L.
Testing term structure estimation methods 1997 Bliss, Robert R.
Valuation of options on several risky assets when there are transactions costs 1997 Boyle, Phelim P.
Negative option values implicit in extendable Canadian treasury bonds 1997 Athanassakos, George
Valuation of two-factor term structure models 1995
A one-factor lognormal Markovian interest rate model : theory and implementation 1995 Li, Anlong
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities 1995 Longstaff, Francis A.
Default premiums and quality spread differentials in a stochastic interest rate economy 1995 Ikeda, Masayuki
An LP approach to option portfolio selection 1995 Rendleman, Richard J.
Asian options as linear complementarity problems : analysis and finite-difference solutions 1995 Dewynne, Jeff N.
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