Dietmar P. J. Leisen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The shape of small sample biases in pricing kernel estimations Quantitative Finance	2018-11-19	Paper
HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY International Journal of Theoretical and Applied Finance	2018-10-10	Paper
Dynamic risk taking with bonus schemes Quantitative Finance	2018-09-19	Paper
Aggregation of preferences for skewed asset returns Journal of Economic Theory	2014-11-19	Paper
Equilibrium open interest Journal of Economic Dynamics and Control	2010-11-26	Paper
Incentive contracting for venture capital fund managers AIP Conference Proceedings	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 Review of Finance	2001-05-11	Paper
The random-time binomial model Journal of Economic Dynamics and Control	2000-01-12	Paper
Pricing the American put option: A detailed convergence analysis for binomial models Journal of Economic Dynamics and Control	1999-01-12	Paper

Research outcomes over time

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