Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,056
Full Text Papers:
393,459
Authors:
226,593
Papers Received in Last 12 months:
68,998
Paper Downloads:
To date:
65,863,139
Last 12 months:
11,179,664
Last 30 days:
1,087,336
CiteReader: What's this?
Papers with
238,027
Total References:
8,463,775
Papers with Cites:
230,038
Total Citation
5,708,794
Papers with
77,375
Total Footnotes:
8,499,290
SSRN eLibrary Search Results
JEL Code: G13
1,850,455 Total downloads
Showing Papers 161 - 210 of 4,933
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets International Journal of Economic Sciences and Applied Research, 5 (3): 65-80, December 2012
P. Srinivasan and
P. Ibrahim
Date Posted: January 23, 201334 downloads
Coherent Foreign Exchange Market Models
Alessandro Gnoatto
Date Posted: January 23, 201353 downloads
Consistent Pricing and Hedging Volatility Derivatives with Two Volatility Surfaces
Ke Chen
and
Ser-Huang Poon
Date Posted: January 23, 2013Last Revised: February 08, 201331 downloads
DVA for Assets Risk, February 2013
Chris Kenyon
and
Richard David Kenyon
Date Posted: January 23, 201359 downloads
Non-Tradable S&P 500 Index and the Pricing of Its Traded Derivatives
Christian Gourieroux ,
Joann Jasiak and
Peng Xu
Date Posted: January 23, 201318 downloads
Is the S&P 500 Index Tradable?
Peng Xu
Date Posted: January 23, 201343 downloads
CDS Option Valuation under Double-Exponential Jump-Diffusion (DEJD)
Ramaprasad Bhar
and
Nedim Handzic
Date Posted: January 22, 201327 downloads
Anticipating Uncertainty: Straddles Around Earnings Announcements
Yuhang Xing and
Xiaoyan Zhang
Date Posted: January 21, 2013314 downloads
Turbo-Charged Local Stochastic Volatility Models
Ghislain Vong
Date Posted: January 20, 2013Last Revised: March 11, 201368 downloads
What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds De Nederlandsche Bank Working Paper No. 368
Dirk Broeders
,
Paul Hilbers
and
David R. Rijsbergen
Date Posted: January 19, 20138 downloads
Hedge Fund Replication: Putting the Pieces Together
Vincent Weber
and
Florian Peres
Date Posted: January 18, 2013Last Revised: March 19, 2013208 downloads
Managerial Incentives and Management Forecast Precision
Qiang Cheng ,
Ting Luo and
Heng Yue
Date Posted: January 17, 2013109 downloads
Pricing and Hedging CoCos
Patrick Cheridito
and
Zhikai Xu
Date Posted: January 17, 2013Last Revised: April 22, 2013128 downloads
Traffic Light Options Journal of Banking and Finance, Vol. 31, No. 12, 2007
Peter Løchte Jørgensen
Date Posted: January 15, 2013
Settlement Method of Eurodollar Futures and Expiration Day Effects: An Analysis of Intraday Price Volatility Journal of Multinational Financial Management, Vol. 5, No. 2/3, 1995
Tae H. Park and
Lorne N. Switzer
Date Posted: January 15, 201320 downloads
Endogenous Recovery and Replication of A Segregated Derivatives Economy with Counterparty Credit, Collateral, and Market Funding -- PDE and Valuation Adjustment (FVA, DVA, CVA)
Wu Jiang Lou
Date Posted: January 14, 2013Last Revised: March 25, 201339 downloads
Variance Swap Premium under Stochastic Volatility and Self-Exciting Jumps
Ke Chen
and
Ser-Huang Poon
Date Posted: January 13, 201373 downloads
Options as a Marketing Tool: Pricing a Promotional Scheme for a Product with a Secondary Market
Zvika Afik
,
Oded Lowengart
and
Rami Yosef
Date Posted: January 12, 201318 downloads
Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns 2013 Adam Smith Asset Pricing Conference
, 2013 China International Conference in Finance
Harjoat Singh Bhamra and
Kyung Hwan Shim
Date Posted: January 12, 2013Last Revised: April 01, 201358 downloads
Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals ZEW - Centre for European Economic Research Discussion Paper No. 13-001
Benjamin Johannes Lutz
,
Uta Pigorsch
and
Waldemar Rotfuss
Date Posted: January 12, 201323 downloads
Intraday Forex Trading Based on Sentiment Inflection Points
Peter Ager Hafez
and
Junqiang Xie
Date Posted: January 12, 2013211 downloads
The New South-African Volatility Index: New SAVI
Antonie Kotze
,
Angelo Joseph
and
Rudolf Oosthuizen
Date Posted: January 10, 201329 downloads
Pricing Employee Stock Options under Stochastic Volatility
Tilman Sayer
Date Posted: January 10, 201331 downloads
Double Barrier Cash or Nothing Options: A Short Note
Antonie Kotze
and
Angelo Joseph
Date Posted: January 09, 201317 downloads
Valuing Asian Options Using Vorst's Approximation
Antonie Kotze
Date Posted: January 09, 201367 downloads
The Best Gain-Loss Ratio is a Poor Performance Measure
Sara Biagini
and
Mustafa Pinar
Date Posted: January 08, 201331 downloads
Price as a Choice Under Nonstochastic Randomness in Finance Banque de France Working Paper No. 381
Yaroslav Ivanenko
and
Bertrand Munier
Date Posted: January 08, 201313 downloads
Liquidity Risk, instead of Funding Costs, Leads to a Valuation Adjustment for Derivatives and other Assets
Bert-Jan Nauta
Date Posted: January 07, 2013Last Revised: April 17, 2013150 downloads
Modeling Mortgages with Prepayment Penalties Emerging Markets Finance and Trade, Vol. 48, No. S.3, 2012
Chih-Hsing Hung
,
Ming-Chi Chen
and
Shyh-Weir Tzang
Date Posted: January 07, 201315 downloads
Equity Release Products Allowing for Individual House Price Risk 11th Emerging Researchers in Ageing Conference, 2012
Adam Wenqiang Shao
,
Michael Sherris
and
Katja Hanewald
Date Posted: January 06, 201318 downloads
On Multi-Particle Brownian Survivals and the Spherical Laplacian
B.S. Balakrishna
Date Posted: January 05, 2013Last Revised: February 20, 201318 downloads
Variance Risk Premia in Commodity Markets
Marcel Prokopczuk
and
Chardin Wese Simen
Date Posted: January 04, 2013282 downloads
Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies Insurance: Mathematics and Economics, Vol. 26, No. 1, 2000
Anders Grosen and
Peter Løchte Jørgensen
Date Posted: January 03, 2013
American-Style Indexed Executive Stock Options European Finance Review, Vol. 6, No. 3, 2002
Peter Løchte Jørgensen
Date Posted: January 03, 2013
Modelling Higher Moments of Electricity Prices
Gregorio Serna and
Pablo Villaplana
Date Posted: January 02, 201314 downloads
Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance
Wendong Zheng
and
Yue Kuen Kwok
Date Posted: January 01, 2013Last Revised: February 20, 201320 downloads
Fourier Transform Algorithms for Pricing and Hedging Discretely Sampled Exotic Variance Products and Volatility Derivatives under Additive Processes
Wendong Zheng
and
Yue Kuen Kwok
Date Posted: January 01, 201340 downloads
Curves and Term Structure Models: Definition, Calibration and Application of Rate Curves and Term Structure Models
Christian P. Fries
Date Posted: January 01, 2013Last Revised: April 11, 2013224 downloads
Some Economically Meaningful Option Model Calibration Performance Measures
Craig A. Friedman
,
Wenbo Cao
and
Yuchang Huang
Date Posted: December 26, 201217 downloads
Implied Risk-Neutral Filtering Densities on Volatility's Hidden State
Carlos Fuertes
and
Andrew Papanicolaou
Date Posted: December 23, 201245 downloads
Hedging Dependence Risk with Spread Options via the Power Frank and Power Student t Copulas
Bertrand Tavin
Date Posted: December 22, 2012Last Revised: May 10, 20131 downloads
No Good Deals — No Bad Models FRB of New York Staff Report No. 589
Nina Boyarchenko
,
Mario Cerrato
,
John Crosby and
Stewart D. Hodges
Date Posted: December 22, 2012Last Revised: March 31, 2013225 downloads
Prospect Theory: An Application to European Option Pricing University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 34/WP/2012
Martina Nardon and
Paolo Pianca
Date Posted: December 22, 201271 downloads
Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk
Stefan Ankirchner ,
Judith C. Schneider and
Nikolaus Schweizer
Date Posted: December 21, 2012Last Revised: March 27, 201363 downloads
Profit Index - Pertinent Risk of Financial Investment
Amitay Kauffmann
,
Haim Shalit and
Gal Zahavi
Date Posted: December 21, 201253 downloads
Pricing and Hedging Contingent Claims Using Variance and Higher-Order Moment Futures
Leonidas Rompolis
and
Elias Tzavalis
Date Posted: December 19, 2012Last Revised: April 13, 201345 downloads
Optimal Hedge Ratio Estimation During the Credit Crisis: An Application of Higher Moments Frontiers in Finance and Economics, Vol. 9, No. 2, 64-84
Nicholas Apergis
and
Alexandros Gabrielsen
Date Posted: December 19, 201242 downloads
Black-Scholes Representation for Asian Options Mathematical Finance, Forthcoming
Jan Vecer
Date Posted: December 18, 201265 downloads
Minimum Return Guarantees - Information Asymmetries and Optimal Product Design
Antje Brigitte Mahayni and
Judith C. Schneider
Date Posted: December 18, 201252 downloads
Causes and Implications of Shifts in Financial Participation in Commodity Markets
Bassam Fattouh
and
Lavan Mahadeva
Date Posted: December 17, 2012Last Revised: March 25, 201341 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
4.422 seconds
