No F-2009-5: A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
No F-2009-4: Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
No F-2009-2: The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
No F-2009-1: Sato Processes in Default Modeling
Thomas Kokholm and Elisa Nicolato
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