Ambiguity, Volatility, and Credit Risk-Reference-Cited by-同舟云学术

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Ambiguity, Volatility, and Credit Risk

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Augustin Patrick

Publisher

Elsevier BV

Reference43 articles.

1. Asymmetric Information and Options;K Back;Review of Financial Studies,1993

2. Anchoring credit default swap spreads to firm fundamentals;J Bai;Journal of Financial and Quantitative Analysis,2016

3. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options;G Bakshi;Review of Financial Studies,2003

4. The market for crash risk;D S Bates;Journal of Economic Dynamics & Control,2008

5. Heterogeneity and Option Pricing;S Benninga;Review of Derivatives Research,2000

Cited by 3 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. Risk, ambiguity, and the exercise of employee stock options;Journal of Financial Economics;2017-04

2. Expected utility with uncertain probabilities theory;Journal of Mathematical Economics;2017-03

3. Risk, Ambiguity, and the Exercise of Employee Stock Options;SSRN Electronic Journal;2014

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