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1,882,174 Total downloads
Showing Papers 2,601 - 2,650 of 8,581
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Pricing of Traffic Light Options and Other Correlation Derivatives
Thomas Kokholm
School of Business and Social Sciences, Aarhus University
Date Posted: August 17, 2007
Last Revised: April 19, 2010
Working Paper Series
150 downloads
Pricing Long-Maturity Equity and FX Derivatives with Stochastic Interest Rates and Stochastic Volatility
Insurance: Mathematics and Economics, Vol. 45, No. 3, 2009
Alexander van Haastrecht ,
Roger Lord
,
Antoon Pelsser and
David Schrager
Delta Lloyd
,
Cardano Risk Management
,
Maastricht University
and
ING Group
Date Posted: April 29, 2008
Last Revised: May 09, 2011
Accepted Paper Series
1469 downloads
Pricing Interest Rate Derivatives: A General Approach
The Review of Financial Studies, Vol. 15, No. 1, pp. 195-241, Spring 2002
George Chacko
and
Sanjiv Ranjan Das
Santa Clara University
and
Santa Clara University - Leavey School of Business
Date Posted: September 01, 2010
Last Revised: March 14, 2011
Accepted Paper Series
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model
Bank of Canada Working Paper No. 99-19
John Knight ,
Fuchun Li and
Mingwei Yuan
University of Western Ontario - Department of Economics
,
University College of the Cariboo
and
Bank of Canada - Department of Monetary and Financial Analysis
Date Posted: November 30, 1999
Working Paper Series
381 downloads
Pricing High-Dimensional American Options Using Local Consistency Conditions
CentER Discussion Paper No. 2004-19
Steffan John Berridge
and
J. M. Schumacher
affiliation not provided to SSRN
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: July 28, 2004
Working Paper Series
109 downloads
Pricing Foreign Currency and Cross-Currency Options Under GARCH
Journal of Derivatives, Vol. 7, No. 1, pp. 51-63, 1999
Jin-Chuan Duan and
Jason Zhanshun Wei
National University of Singapore (NUS) - Business School and Risk Management Institute
and
University of Toronto - Rotman School of Management
Date Posted: August 25, 1998
Accepted Paper Series
Pricing Financial Derivatives in TURKDEX Using Artificial Neural Networks Tools and a Comparison with Conventional Theory
Ali Osman Kusakci
International University of Sarajevo (IUS)
Date Posted: October 05, 2011
Last Revised: October 06, 2011
Working Paper Series
26 downloads
Pricing Financial Derivatives by Gram-Charlier Expansions
Yin-Hei Cheng
and
Tony S. Wirjanto
Scotiabank
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series
Pricing Default Swaps: Empirical Evidence
Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Patrick Houweling and
Ton Vorst
Robeco Quantitative Strategies
and
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: December 24, 2001
Accepted Paper Series
4449 downloads
Pricing Credit Risk in Buyer-Supplier Networks
Gorazd Brumen and
Paolo Vanini
University of Zurich - Swiss Banking Institute (ISB)
and
Zurich Cantonal Bank
Date Posted: March 25, 2008
Last Revised: May 15, 2008
Working Paper Series
137 downloads
Pricing Convertible Bonds with Monte Carlo Simulation
Christian Wilde and
Axel H. Kind
Goethe University Frankfurt - Department of Finance
and
University of Basel
Date Posted: March 09, 2005
Working Paper Series
1047 downloads
Pricing Convertible Bonds by Simulation
Ali Bora Yigitbasioglu and
Naoufel El-Bachir
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: December 08, 2006
Working Paper Series
831 downloads
Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics
Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Henrik Jönsson
and
Wim Schoutens
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
and
KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Accepted Paper Series
52 downloads
Pricing Cac 40 Index Options with Stochastic Volatility
EFMA 2003 Helsinki Meetings
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: April 09, 2003
Last Revised: February 23, 2009
Working Paper Series
275 downloads
Pricing Cac 40 Index Options Under Asymmetry of Information
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: October 03, 2006
Last Revised: April 02, 2009
Working Paper Series
67 downloads
Pricing Asian Power Options under Jump-Fraction Process
Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Peng Bin
and
Peng Fei
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 25, 2012
Accepted Paper Series
21 downloads
Pricing and Mitigation of Counterparty Credit Exposures
Handbook of Systemic Risk, edited by J.-P. Fouque and J.Langsam. Cambridge University Press, 2012
Agostino Capponi
Purdue University - School of Industrial Engineering
Date Posted: February 12, 2013
Accepted Paper Series
57 downloads
Pricing and Inference with Mixtures of Conditionally Normal Processes
Henri Bertholon
,
Alain Monfort and
Fulvio Pegoraro
Conservatoire National des Arts et Métiers (CNAM)
,
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: July 03, 2007
Last Revised: June 16, 2009
Working Paper Series
159 downloads
Pricing and Inference with Mixtures of Conditionally Normal Processes
Banque de France Working Paper No. 188
Henri Bertholon
,
Alain Monfort and
Fulvio Pegoraro
Conservatoire National des Arts et Métiers (CNAM)
,
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: October 09, 2010
Working Paper Series
33 downloads
Pricing and Hedging of Contingent Credit Lines
IMF Working Paper No. 06/13
Salih N. Neftci ,
Sunil Sharma and
Elena Loukoianova
CUNY Baruch College
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
218 downloads
Pricing and Hedging Contingent Claims Using Variance and Higher-Order Moment Futures
Leonidas Rompolis
and
Elias Tzavalis
Athens University of Economics and Business - Department of Accounting and Finance
and
Athens University of Economics and Business - Department of Economics
Date Posted: December 19, 2012
Last Revised: April 13, 2013
Working Paper Series
45 downloads
Pricing and Capital Requirements for With Profit Contracts: Modelling Considerations
Laura Ballotta
City University London - Sir John Cass Business School
Date Posted: May 03, 2007
Working Paper Series
163 downloads
Pricing an Option on a Non-Decreasing Asset Value: An Application to Movie Revenue
Don M. Chance ,
Eric T. Hillebrand
and
Jimmy E. Hilliard
Louisiana State University, Baton Rouge - Department of Finance
,
University of Aarhus - CREATES
and
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Date Posted: December 18, 2005
Working Paper Series
193 downloads
Pricing American Interest Rate Options Under the Jump-Extended Constant-Elasticity-of-Variance Short Rate Models
Natalia Beliaeva
and
Sanjay K. Nawalkha
Suffolk University - Department of Finance
and
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: January 27, 2011
Last Revised: June 15, 2011
Working Paper Series
75 downloads
Pricing Alternatives in Incomplete Markets: An Application for Carbon Allowances
Marius Frunza
and
Dominique Guegan
Schwarzthal Kapital
and
Universite Paris 1 Pantheon-Sorbonne
Date Posted: February 04, 2013
Working Paper Series
15 downloads
Pricing a Credit-Linked Note on a CDX Tranche
Daniel L. Chertok
Independent
Date Posted: November 09, 2012
Last Revised: November 18, 2012
Working Paper Series
49 downloads
Price-Setting, Monetary Policy and the Contractionary Effects of Productivity Improvements
Massimiliano Tancioni and
Francesco Giuli
Sapienza, University of Rome, Dep. of Public Economics
and
University of Rome III - Department of Economics
Date Posted: September 30, 2011
Working Paper Series
14 downloads
Price-Based Techniques for Market Definition & Buying Power Index
Panagiotis N. Fotis
University of Central Greece - Department of Regional Economic Development
Date Posted: July 29, 2012
Working Paper Series
47 downloads
Price Indexes for Multi-Dwelling Properties in Sweden
Journal of Real Estate Research, Vol. 27, No. 1, 2006
Lennart Berg
Uppsala University - Department of Economics
Date Posted: December 27, 2006
Accepted Paper Series
21 downloads
Price Discovery in Commodity Markets: The Case of Metals
Isabel Figuerola-Ferretti and
Jesús Gonzalo
Universidad Carlos III de Madrid - Department of Business Administration
and
Universidad Carlos III de Madrid
Date Posted: March 16, 2006
Working Paper Series
Price Cycles in Perth Petrol Markets: A Spectral Analysis
Nick Wills-Johnson
DBP
Date Posted: July 30, 2008
Working Paper Series
109 downloads
Price Convergence and Geographic Dimension of Market Integration: Evidence from China
BOFIT Discussion Paper No. 13/2008
Maria Ritola
Bank of Finland
Date Posted: August 26, 2008
Last Revised: August 29, 2008
Working Paper Series
55 downloads
Price as a Choice Under Nonstochastic Randomness in Finance
Banque de France Working Paper No. 381
Yaroslav Ivanenko
and
Bertrand Munier
Banque de France
and
IAE Sorbonne's Business School
Date Posted: May 15, 2012
Last Revised: December 22, 2012
Working Paper Series
24 downloads
Price as a Choice Under Nonstochastic Randomness in Finance
Banque de France Working Paper No. 381
Yaroslav Ivanenko
and
Bertrand Munier
Banque de France
and
IAE Sorbonne's Business School
Date Posted: January 08, 2013
Working Paper Series
13 downloads
Price and Volatility Dynamics Between Electricity and Fuel Costs: Some Evidence for Spain
Energy Economics, Forthcoming
Dolores Furió
and
Helena Chuliá
University of Valencia - Department of Financial Economics
and
University of Barcelona - Faculty of Economic Science and Business Studies
Date Posted: October 24, 2009
Last Revised: March 23, 2012
Accepted Paper Series
Price and Quality Relationships in Local Service Industries
FTC Bureau of Economics Working Paper No. 249
Dennis Murphy
Federal Trade Commission - Bureau of Economics
Date Posted: June 26, 2003
Working Paper Series
271 downloads
Previsão e Análise de Causalidade para Medição do Risco de Mercado (Forecasting and Causality Analysis for Market Risk Quantification)
Gonçalo Martins Ferreira
,
Paul Edge
and
Tânia Silva
EDP
,
EDP - Energias de Portugal
and
EDP - Energias de Portugal
Date Posted: December 02, 2012
Last Revised: December 03, 2012
Working Paper Series
11 downloads
Previsão de Insolvência: Um Modelo Baseado em Índices Contábeis com Utilização da Análise Discriminante (Insolvency Predictor: A Model Based on Account Index with Application of Discriminant Analysis)
R. Econ. Contemp., V. 12, N. 1, pp. 151-178, 2008
Ailton Guimarães
and
Tito Belchior Silva Moreira
affiliation not provided to SSRN
and
Catholic University of Brasilia
Date Posted: May 27, 2012
Accepted Paper Series
18 downloads
PREMASA Model: An Integrated Approach to Customer Relationship Management
IEM International Journal of Management & Technology, Vol. 2, No. 1, pp. 111-118, 2012
Debabrata Das
West Bengal University of Technology - Bengal School Of Technology & Management
Date Posted: March 04, 2012
Last Revised: June 04, 2012
Accepted Paper Series
117 downloads
Preferences of Malaysian Stocks and Futures Markets for Investors Before and After Crises
Wing-Keung Wong
,
Hooi Hooi Lean
,
Shuangzhe Liu
and
Milind Sathye
Hong Kong Baptist University (HKBU)
,
Universiti Sains Malaysia
,
University of Canberra - Division of Business, Law and Information Sciences
and
University of Canberra - School of Accounting, Banking and Finance
Date Posted: May 12, 2011
Working Paper Series
55 downloads
Preference Reversals and the Analysis of Income Distributions
LSE STICERD Research Paper No. 66
Yoram Amiel ,
Frank Cowell ,
Leima Davidovitz and
Avraham Polovin
Ruppin Institute - Department of Economics and Management
,
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 21, 2008
Working Paper Series
9 downloads
Predictors of Business Mathematics Grades
OIDA International Journal of Sustainable Development, Vol. 1, No. 2, pp. 45-47, 2010
M. I. Ahmad
Sultan Qaboos University
Date Posted: August 22, 2010
Accepted Paper Series
13 downloads
Predictivistic Bayesian Forecasting System
National Bank of Poland Working Paper No. 87
Andrzej Kociecki
,
Marcin Kolasa
and
Michal Rubaszek
National Bank of Poland
,
National Bank of Poland
and
National Bank of Poland
Date Posted: July 08, 2011
Working Paper Series
20 downloads
Predictive Regressions: Method of Least Autocorrelation
John Qi Zhu and
Yan Liu
Shanghai Jiao Tong University, Antai College of Economics and Management
and
Emory University
Date Posted: September 08, 2006
Working Paper Series
164 downloads
Predictive Regressions with Time-Varying Coefficients
Thomas Dangl and
Michael Halling
Vienna University of Technology
and
Stockholm School of Economics - Department of Finance
Date Posted: March 21, 2007
Last Revised: February 16, 2009
Working Paper Series
199 downloads
Predictive Regressions with Time-Varying Coefficients
Thomas Dangl and
Michael Halling
Vienna University of Technology
and
Stockholm School of Economics - Department of Finance
Date Posted: March 15, 2009
Working Paper Series
101 downloads
Predictive Regressions with Time-Varying Coefficients
Thomas Dangl and
Michael Halling
Vienna University of Technology
and
Stockholm School of Economics - Department of Finance
Date Posted: March 17, 2010
Last Revised: September 29, 2011
Working Paper Series
83 downloads
Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models
ECB Working Paper No. 1536
Anders Warne
,
Günter Coenen
and
Kai Philipp Christoffel
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 11, 2013
Working Paper Series
3 downloads
Predictive Inference for Integrated Volatility
Valentina Corradi
,
Walter Distaso
and
Norman R. Swanson
Queen Mary, University of London
,
Imperial College Business School
and
Rutgers University - Department of Economics
Date Posted: March 06, 2007
Working Paper Series
73 downloads
Predictive Gains from Forecast Combinations Using Time Varying Model Weights
Francesco Ravazzolo ,
Marno Verbeek and
H. K. van Dijk
Norges Bank
,
Erasmus University - Rotterdam School of Management
and
Tinbergen Institute
Date Posted: September 11, 2007
Working Paper Series
243 downloads
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