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DateTitle Authors
2005 On finite dimensional realizations for the term structure of futures pricesBjörk, Tomas / Blix, Magnus / Landén, Camilla
2005 Option pricing: real and risk-neutral distributionsConstantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos
2002 Effectiveness of Hedging Strategies under Model Misspecification and Trading RestrictionsDudenhausen, Antje
2006 Hedging Basket Options by Using a Subset of Underlying AssetsSu, Xia
2004 When are Static Superhedging Strategies Optimal?Branger, Nicole / Esser, Angelika / Schlag, Christian
2006 Perpetual barrier options in jump-diffusion modelsGapeev, Pavel V.
2005 Mispricing of S&P 500 index optionsConstantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos
2012 A parsimonious model for intraday European option pricingScalas, Enrico / Politi, Mauro
2011 Does modeling framework matter? A comparative study of structural and reduced-form modelsGündüz, Yalin / Uhrig-Homburg, Marliese
2007 Accelerating the calibration of stochastic volatility modelsKilin, Fiodar

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