The following pages link to Dietmar P. J. Leisen (Q472211):
Displayed 10 items.
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- Equilibrium open interest (Q608910) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- The random-time binomial model (Q1960552) (← links)
- (Q2725581) (← links)
- Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198) (← links)
- The shape of small sample biases in pricing kernel estimations (Q4555119) (← links)
- Dynamic risk taking with bonus schemes (Q4683089) (← links)
- HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY (Q4686503) (← links)
- Incentive Contracting For Venture Capital Fund Managers (Q5851593) (← links)