Working Paper |
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Abstract Views |
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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 |
1 |
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 |
0 |
0 |
0 |
3,246 |
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 |
3,923 |
American Options: Symmetry Properties |
0 |
0 |
0 |
633 |
0 |
0 |
1 |
2,006 |
American Step Options |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
27 |
Asset Pricing with Regime-Dependent Preferences and Learning |
0 |
0 |
1 |
6 |
2 |
2 |
5 |
31 |
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 |
1 |
0 |
0 |
0 |
320 |
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes |
0 |
0 |
0 |
312 |
0 |
1 |
1 |
1,201 |
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 |
0 |
1 |
3 |
1,069 |
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints |
0 |
2 |
3 |
170 |
0 |
2 |
3 |
1,263 |
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE |
0 |
0 |
0 |
0 |
1 |
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 |
0 |
0 |
0 |
2,510 |
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
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 |
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1 |
2 |
26 |
0 |
1 |
4 |
43 |
Recent Advances in Numerical Methods for Pricing Derivative Securities |
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0 |
0 |
1,256 |
0 |
0 |
2 |
3,319 |
THE RELEVANCE OF FINANCIAL POLICY |
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0 |
0 |
0 |
0 |
0 |
0 |
284 |
The Valuation of American Options on Multiple Assets |
0 |
0 |
0 |
488 |
0 |
3 |
5 |
2,068 |
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 |
2 |
9 |
0 |
0 |
5 |
21 |
Wealth-Robust Intertemporal Incentive Contracts |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
184 |
Total Working Papers |
0 |
3 |
11 |
9,463 |
5 |
21 |
72 |
38,830 |