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2. Lévy interest rate models with a long memory. (2021). Hainaut, Donatien.
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5. A tractable interest rate model with explicit monetary policy rates. (2016). Renne, Jean-Paul.
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6. A cyclical square-root model for the term structure of interest rates. (2015). Moreno, Manuel ; Platania, Federico.
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7. Affine model of inflation-indexed derivatives and inflation risk premium. (2014). Huang, Henry ; Yildirim, Yildiray ; Ho, Hsiao-Wei .
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8. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
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1. Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk. (2015). Christoffersen, Peter ; Karoui, Mehdi ; Jacobs, Kris ; Fournier, Mathieu .
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2. The Modigliani-Miller Theorems: A Cornerstone of Finance. (2005). Pagano, Marco.
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3. A real options approach to tender offers and acquisitions processes. (2003). Dapena, Jose ; Fidalgo, Santiago.
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4. The Valuation of Corporate Liabilities: Theory and Tests. (2002). Ericsson, Jan ; Reneby, Joel .
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5. The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model. (2001). Niehaus, Frank.
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8. Bayesian Analysis of the Black-Scholes Option Price. (2001). Darsinos, Theofanis ; Satchell, S..
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9. A SIMPLE OPTION PRICING MODEL WITH HETEROGENEOUS AGENTS. (2000). Niehaus, Frank.
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10. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
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11. Margin requirements, margin loans, and margin rates: practice and principles. (2000). Fortune, Peter .
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12. The Expectations of Hong Kong Dollar Devaluation and Their Determinants. (2000). Rzepkowski, Bronka .
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13. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1999). Wei, Shang-Jin ; Kim, Jungshik.
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14. Executive Compensation: Six Questions that Need Answering. (1999). Kaplan, David ; Abowd, John.
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15. Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives. (1999). Hallman, Greg ; Hartzell, Jay C..
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16. Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; Kallal, Hedi ; hedi, Hachani.
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17. Arbitrage and Viability in Securities Markets with Fixed Trading Costs. (1999). NAPP, Clotilde ; Jouini, Elyès ; Kallal, Hedi .
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18. Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua.
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31. A Direct Approach to Arbitrage-Free Pricing of Derivatives. (1998). Das, Sanjiv ; Sundaram, Rangarajan K..
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42. Numerical analysis of strategic contingent claims models. (1997). Tu, Cheng ; Anderson, Ronald W..
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43. Implied risk-neutral probability density functions from option prices: theory and application. (1997). Bahra, Bhupinder.
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44. Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies.. (1996). Leland, Hayne.
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50. Short-term options with stochastic volatility: Estimation and empirical performance. (). Fiorentini, Gabriele ; Angel León, ; Rubio, Gonzalo.
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