Dietmar P. J. Leisen

Available identifiers

zbMath Open leisen.dietmar-p-jMaRDI QIDQ472211

List of research outcomes

Publication	Date of Publication	Type
The shape of small sample biases in pricing kernel estimations	2018-11-19	Paper
HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY	2018-10-10	Paper
Dynamic risk taking with bonus schemes	2018-09-19	Paper
Aggregation of preferences for skewed asset returns	2014-11-19	Paper
Equilibrium open interest	2010-11-26	Paper
Incentive Contracting For Venture Capital Fund Managers	2010-01-22	Paper
Building a consistent pricing model from observed option prices	2002-01-13	Paper
Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk	2001-05-11	Paper
The random-time binomial model	2000-01-12	Paper
Pricing the American put option: A detailed convergence analysis for binomial models	1999-01-12	Paper

Research outcomes over time

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