Subject
Economics and Econometrics,Finance
Reference36 articles.
1. Do Option markets correctly price the probabilities of movement of the underlying asset;Aït-Sahalia;Journal of Econometrics,2001
2. Coherent measures of risk;Artzner;Mathematical Finance,1999
3. Berndt, A., Douglas, R., Duffie, D., Ferguson, M., Schranz, D., 2004. Measuring Default Risk Premia from Default Swap Rates and EDF’s, Bank of International Settlements, Working Paper No. 173.
4. Bianchetti, M., Carlichhi, M., 2012. Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR, arXiv.ord/pdf/1103.2567.
5. Bid-ask dynamic pricing in financial markets with transactions costs and liquidity risk;Bion-Nadal;Journal of Mathematical Economics,2009
Cited by
12 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