| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Monte-Carlo Method for Optimal Portfolios |
0 |
0 |
1 |
1,524 |
0 |
0 |
3 |
3,737 |
| Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets |
0 |
0 |
0 |
204 |
0 |
1 |
2 |
1,326 |
| American Capped Call Options on Dividend Paying Assets |
0 |
0 |
0 |
158 |
0 |
0 |
0 |
1,040 |
| American Capped Call Options on Dividend Paying Assets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
229 |
| American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods |
0 |
0 |
1 |
748 |
0 |
3 |
8 |
2,901 |
| American Options on Dividend-Paying Assets |
0 |
0 |
0 |
807 |
1 |
1 |
1 |
3,247 |
| American Options with Discontinuous Two-Level Caps |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |
| American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation |
0 |
0 |
0 |
906 |
1 |
2 |
13 |
3,924 |
| American Options: Symmetry Properties |
0 |
0 |
0 |
633 |
1 |
1 |
2 |
2,007 |
| American Step Options |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
27 |
| Asset Pricing with Regime-Dependent Preferences and Learning |
0 |
0 |
1 |
6 |
1 |
3 |
6 |
32 |
| Asset and Commodity Prices with Multiattribute Durable Goods |
0 |
0 |
0 |
200 |
0 |
0 |
1 |
1,772 |
| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes |
0 |
0 |
0 |
312 |
1 |
1 |
2 |
1,202 |
| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
320 |
| BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
396 |
| Bounds and Approximations for American Option Values |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
213 |
| Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
9 |
| Dynamic Equilibrium with Liquidity Constraints |
0 |
0 |
1 |
258 |
1 |
2 |
4 |
1,070 |
| Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints |
0 |
2 |
3 |
170 |
1 |
3 |
4 |
1,264 |
| FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
355 |
| Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach |
0 |
0 |
0 |
353 |
0 |
0 |
1 |
1,481 |
| Nonparametric Estimation of American Options Exercise Boundaries and Call Prices |
0 |
0 |
0 |
455 |
1 |
1 |
1 |
2,511 |
| OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
449 |
| OPTION LISTING AND STOCK RETURNS |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
735 |
| On American VIX options under the generalized 3/2 and 1/2 models |
0 |
0 |
2 |
26 |
0 |
0 |
4 |
43 |
| Recent Advances in Numerical Methods for Pricing Derivative Securities |
0 |
0 |
0 |
1,256 |
0 |
0 |
2 |
3,319 |
| THE RELEVANCE OF FINANCIAL POLICY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
284 |
| The Valuation of American Options on Multiple Assets |
0 |
0 |
0 |
488 |
1 |
3 |
6 |
2,069 |
| The Valuation of Volatility Options |
0 |
0 |
0 |
932 |
0 |
0 |
0 |
2,602 |
| The relevance of financial policy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
42 |
| The relevance of financial policy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
| Volatility during the COVID-19 Pandemic |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
21 |
| Wealth-Robust Intertemporal Incentive Contracts |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
184 |
| Total Working Papers |
0 |
2 |
10 |
9,463 |
9 |
25 |
77 |
38,839 |
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