The Pitfalls in Inferring Risk from Financial Market Data
Author:
Publisher
Elsevier BV
Reference20 articles.
1. General Properties of Option Prices;Yaacov Z Bergman;Journal of Finance,1996
2. The Valuation of Option Contracts and a Test of Market Efficiency;Fisher Black;Journal of Finance,1972
3. Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing;Robert R Bliss;Prudential Supervision: What Works and What Doesn't? ed. Frederic S. Mishkin,2001
4. Prices of State-Contingent Claims Implicit in Option Prices;D T Breeden;Journal of Business,1978
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Some New Results on When Extra Risk Strictly Increases an Option's Value;Journal of Futures Markets;2012-03-15
2. La Politique de Dette Subordonnée comme alternative au IIIe Pilier de Bâle II: est-elle faisable ?;Recherches économiques de Louvain;2005-01
3. When Does Extra Risk Strictly Increase an Option's Value?;SSRN Electronic Journal;2004
4. Using Securities Market Information for Bank Supervisory Monitoring;SSRN Electronic Journal;2004
5. Regulating Banks through Market Discipline: A Survey of the Issues;Journal of Economic Surveys;2003-11-12
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