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Full Text Papers: 393,865
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SSRN eLibrary Search Results
JEL Code: G1
12,996,815 Total downloads
Showing Papers 2,221 - 2,270 of 36,712
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American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 4
Jerome Detemple and Mark Broadie
Boston University - Department of Finance & Economics and Columbia University - Columbia Business School - Decision Risk and Operations
Date Posted: February 05, 1998
Accepted Paper Series

Incl. Electronic Paper American Options Under Proportional Transaction Costs: Seller's Price Algorithm, Hedging Strategy and Optimal Stopping
Tomasz Zastawniak and Alet Roux
University of York (UK) and University of York (UK) - Department of Mathematics
Date Posted: June 06, 2006
Working Paper Series
208 downloads

Incl. Electronic Paper American Options Under Stochastic Volatility
McCombs Research Paper Series No. IROM-10-08
Arun Chockalingam and Kumar Muthuraman
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences and University of Texas at Austin - McCombs School of Business
Date Posted: December 07, 2007
Last Revised: October 03, 2012
Accepted Paper Series
515 downloads

Incl. Electronic Paper American Options with Lookback Payoff
Min Dai and Yue Kuen Kwok
National University of Singapore (NUS) - Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: August 09, 2004
Working Paper Series
379 downloads

American Options with Multiple Priors in Continuous Time
Institute of Mathematical Economics Working Paper No. 448
Joerg Vorbrink
affiliation not provided to SSRN
Date Posted: March 20, 2012
Working Paper Series

American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation
Mark Broadie , Jerome Detemple , Eric Ghysels and Olivier Torres
Columbia University - Columbia Business School - Decision Risk and Operations , Boston University - Department of Finance & Economics , University of North Carolina (UNC) at Chapel Hill - Department of Economics and Universite Catholique de Louvain
Date Posted: November 14, 1996
Working Paper Series

Incl. Electronic Paper American Options with Stopping Time Constraints
Daniel Egloff , Markus Leippold and Walter Farkas
QuantAlea GmbH , University of Zurich - Department of Banking and Finance and University of Zurich, Department of Banking and Finance
Date Posted: September 12, 2005
Working Paper Series
564 downloads

Incl. Electronic Paper American Options: The EPV Pricing Model
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: May 19, 2004
Working Paper Series
245 downloads

Incl. Electronic Paper American Options: Upper Bounds on the Cost of Delayed Exercise
Arun Chockalingam and Haolin Feng
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences and Lingnan (University) College, Sun Yat-sen University
Date Posted: April 11, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper American Parisian Options
Finance and Stochastics, Forthcoming
Marc Chesney and Laurent Gauthier
University of Zurich - Swiss Banking Institute (ISB) and University of Paris, New York
Date Posted: July 25, 2006
Accepted Paper Series
179 downloads

Incl. Electronic Paper American Put Index Options Early Exercise Premium Estimation
Journal of International Finance and Economics, Vol. 10, No. 1, June 2010
Ako Doffou
The Institute of International Studies
Date Posted: December 19, 2009
Accepted Paper Series
74 downloads

Incl. Electronic Paper American Put Options with Regime-Switching Volatility
Bong-Gyu Jang and Hyeng Keun Koo
POSTECH and Ajou University - Department of Business Administration
Date Posted: November 18, 2005
Working Paper Series
337 downloads

Incl. Electronic Paper American Step-Up and Step-Down Credit Default Swaps Under Levy Models
Quantitative Finance, 2012, Forthcoming
Tim Leung and Kazutoshi Yamazaki
Columbia University and Osaka University - Center for the Study of Finance and Insurance
Date Posted: December 26, 2010
Last Revised: October 01, 2012
Accepted Paper Series
94 downloads

Incl. Electronic Paper American-Style Indexed Executive Stock Options
Peter Løchte Jørgensen
University of Aarhus - Business and Social Sciences
Date Posted: December 06, 2001
Working Paper Series
322 downloads

American-Style Indexed Executive Stock Options
European Finance Review, Vol. 6, No. 3, 2002
Peter Løchte Jørgensen
University of Aarhus - Business and Social Sciences
Date Posted: January 03, 2013
Accepted Paper Series

Ameritrade Holding Corporation
HBS Publishing Case No.: 9-200-057
Lisa K. Meulbroek
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: January 02, 2002
Working Paper Series

Incl. Electronic Paper Amplification and Asymmetry in Crashes and Frenzies
Annals of Finance, Vol. 4, No. 2, 2008
Han N. Ozsoylev
University of Oxford - Said Business School
Date Posted: June 30, 2012
Accepted Paper Series
29 downloads

Incl. Electronic Paper Amplification of Uncertainty in Illiquid Markets
AFA 2012 Chicago Meetings Paper
Elias Albagli
University of Southern California - Marshall School of Business
Date Posted: March 21, 2011
Last Revised: November 04, 2011
Working Paper Series
179 downloads

Incl. Electronic Paper An "Information Sets," Approach to Forecasting Bond Yields in Asia-Pacific
Geoffrey Williams
Academy of Responsible Management
Date Posted: May 31, 2006
Working Paper Series
71 downloads

Incl. Electronic Paper An ABC of Portfolio Choice: Asset Allocation With Bankruptcy and Contagion
EFA 2007 Ljubljana Meetings Paper
Mogens Steffensen and Holger Kraft
University of Copenhagen and Goethe University Frankfurt
Date Posted: July 30, 2006
Working Paper Series
381 downloads

Incl. Electronic Paper An Accurate and Efficient Method for Pricing Asian Options
EFMA 2003 Helsinki Meetings
Chuang-Chang Chang and Chueh-Yung Tsao
National Central University at Taiwan - Department of Finance and National Central University at Taiwan - Department of Finance
Date Posted: May 11, 2003
Working Paper Series
426 downloads

Incl. Electronic Paper An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk
Tim Xiao
CIBC World Markets - Risk Quant, Capital Markets, CIBC
Date Posted: May 21, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper An Actuarial Approach to Short-Run Monetary Equilibrium
Actuarial and Financial Mathematics Day, pp. 67-76, Michèle Vanmaele, Griselda Deelstra, Ann De Schepper, Jan Dhaene, Huguette Reynaerts, Wim Schoutens, Paul Van Goethem, eds., Universal Press, 2007,
Fernando Mierzejewski
KU Leuven
Date Posted: January 27, 2010
Accepted Paper Series
14 downloads

Incl. Electronic Paper An Adaptive Approach to 'Stock Portfolio Optimizations with Genetic Algorithms'
Baris Taze and Yalcin Karatepe
Ankara University - Social Science Institute and Ankara University - Faculty of Political Science
Date Posted: December 02, 2005
Working Paper Series
445 downloads

An Adaptive Approach to Quantitative Portfolio Management
Vladimir Visipkov
Nomura Internatinal Plc
Date Posted: October 01, 2009
Working Paper Series

Incl. Electronic Paper An Adaptive Successive Over-Relaxation Method for Computing the Black-Scholes Implied Volatility
Minqiang Li and Kyuseok Lee
Bloomberg LP and KAIST Business School
Date Posted: November 15, 2007
Working Paper Series
344 downloads

Incl. Electronic Paper An Adverse-Selection Explanation of Momentum: Theory and Evidence
EFA 2006 Zurich Meetings
Ding Wu
MIT
Date Posted: March 14, 2006
Working Paper Series
277 downloads

Incl. Electronic Paper An Adverse-Selection Model of Equity Financing with Private Benefits of Control

Xueping Wu and Zheng Wang
City University of Hong Kong (CityUHK) - Department of Economics & Finance and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 05, 2001
Working Paper Series
499 downloads

Incl. Electronic Paper An Affine Model for International Bond Markets
EFA 2001 Barcelona Meetings; CES Discussion Paper No. 01.06
Hans Dewachter and Stan Maes
Catholic University of Leuven (KUL) - Department of Economics and European Commission - DG Internal market and financial services
Date Posted: April 04, 2001
Working Paper Series
562 downloads

Incl. Electronic Paper An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility
Linlin Niu
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: June 17, 2010
Last Revised: June 25, 2010
Working Paper Series
82 downloads

Incl. Electronic Paper An Algorithm for Finding a Portfolio with the Highest Sharpe Ratio
Valentyn Khokhlov
affiliation not provided to SSRN
Date Posted: May 08, 2011
Working Paper Series
509 downloads

Incl. Electronic Paper An Algorithmic Model for Retail Credit Portfolio Segmentation
Journal of Risk Model Validation, Forthcoming
Andy Jia-Yuh Yeh and Jose A. Lopez
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Federal Reserve Bank of San Francisco
Date Posted: March 13, 2013
Last Revised: March 16, 2013
Accepted Paper Series
64 downloads

Incl. Electronic Paper An Alpha Unleashed: Optimal Derivative Portfolios for Portable Alpha Strategies
Stefan Hubrich
T.Rowe Price
Date Posted: September 19, 2007
Last Revised: September 29, 2009
Working Paper Series
1080 downloads

An Alternative Approach to Dividend Adjustments in Option Pricing Models
(The J. of Financial Engineering, Vol. 4 No. 4, December 1995)
In-Moo Kim
Sungkyunkwan University
Date Posted: October 25, 1999
Accepted Paper Series

An Alternative Approach to the Valuation of American Options and Applications
REVIEW OF DERIVATIVES RESEARCH, Vol. 1 No. 1
In-Moo Kim and G. George Yu
Sungkyunkwan University and Goldman Sachs Group, Inc.
Date Posted: November 18, 1999
Accepted Paper Series

Incl. Electronic Paper An Alternative Bootstrap to Moving Blocks for Time Series Regression Models
LSE STICERD Research Paper No. EM452
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Date Posted: July 21, 2008
Working Paper Series
32 downloads

An Alternative Conditional Asymmetry Specification for Stock Returns
Applied Financial Economics, Vol. 13, pp. 537-541, 2003
Kurt Brannas and Niklas Nordman
University of Umea - Department of Economics and University of Umea
Date Posted: August 14, 2003
Accepted Paper Series

Incl. Electronic Paper An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion
IZA Discussion Paper No. 6877
Denis Conniffe and Donal O'Neill
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: October 07, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper An Alternative for the European Money Market
Witold Maksymilian Rutkowski
Higher School of International and Regional Cooperation in Wolomin - Department of Economics
Date Posted: October 04, 2003

120 downloads

Incl. Electronic Paper An Alternative Interpretation of the Discontinuity in Earnings Distributions
William H. Beaver , Maureen F. McNichols and Karen K. Nelson
Stanford University , Stanford University and Rice University - Jones Graduate School of Business
Date Posted: January 20, 2004
Working Paper Series
1452 downloads

Incl. Electronic Paper An Alternative Measure of Corporate Governance Using Discrete Principal Component Analysis
Wendy Beekes , Alex Hong and Sian A. Owen
Lancaster University - Department of Accounting and Finance , University of Western Australia - UWA Business School and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: June 09, 2010
Working Paper Series
247 downloads

Incl. Electronic Paper An Alternative Performance Measure
Alexandre Hocquard , Nicolas A. Papageorgiou and Bruno Remillard
Pavilion Advisory Group , HEC Montreal - Department of Finance and HEC Montreal
Date Posted: December 23, 2010
Working Paper Series
135 downloads

Incl. Electronic Paper An Alternative Perspective on the Bull Run in Indian Markets
SPJCM Singapore Working Paper No. 07-02
Tanmoy Chatterjee
S.P. Jain Center of Management
Date Posted: May 24, 2007
Working Paper Series
376 downloads

Incl. Electronic Paper An Alternative Proof to Markowitz's Model
Yaniv Zaks
Bar-Ilan University
Date Posted: August 14, 2012
Last Revised: December 31, 2012
Working Paper Series
37 downloads

An Alternative Specification for Intraday Simultaneity in Spot and Futures Markets
QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 37 No. 3, Fall 1997
Jeffrey M. Mercer
Texas Tech University - Department of Finance
Date Posted: September 24, 1997
Accepted Paper Series

Incl. Electronic Paper An Alternative Three-Factor Model
Long Chen , Robert Novy-Marx and Lu Zhang
Cheung Kong Graduate School of Business , University of Rochester - Simon Graduate School of Business and Ohio State University - Fisher College of Business
Date Posted: May 19, 2010
Last Revised: June 09, 2011
Working Paper Series
5922 downloads

Incl. Electronic Paper An Alternative Threshold GARCH Option Pricing Model: A Bayesian Approach
Shu-Ing Liu
Shih Hsin University - Department of Finance
Date Posted: March 19, 2009
Working Paper Series
101 downloads

Incl. Electronic Paper An Alternative to the Feltham-Ohlson Valuation Framework: Using Q-Theoretic Income to Predict Firm Value
Cass Business School Research Paper
Miles B. Gietzmann and Adam J. Ostaszewski
City University London - Sir John Cass Business School and London School of Economics
Date Posted: July 23, 2003
Working Paper Series
510 downloads

Incl. Electronic Paper An Alternative Valuation Model for Contingent Claims
THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS
Zhiwu Chen and Gurdip Bakshi
Yale University - International Center for Finance and University of Maryland - Robert H. Smith School of Business
Date Posted: February 29, 1996
Working Paper Series
966 downloads

Incl. Electronic Paper An Alternative Way of Examining the Samuelson Effect in Futures Markets
Chia-Cheng Ho
National Chung Cheng University - Department of Finance
Date Posted: February 20, 2013
Working Paper Series
19 downloads


 

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