海量图书期刊资源,随时随地畅享阅读乐趣
Information content of option-implied probabilitiesOrosi, Greg · Journal of Physics: Conference Series · 2018
Arbitrage-Free Call Option Surface Construction Using Regression SplinesOrosi, Greg · SSRN Electronic Journal · 2011
Empirical performance of a spline-based implied volatility surfaceOrosi, Greg · Journal of Derivatives & Hedge Funds · 2012
Improved lower bounds of call options written on defaultable assetsOrosi, Greg · Journal of Derivatives & Hedge Funds · 2014
Equity Option Implied Probability of Default and Equity Recovery RateChang, Bo Young; Orosi, Greg · SSRN Electronic Journal · 2016
Arbitrage-free call option surface construction using regression splinesOrosi, Greg · Applied Stochastic Models in Business and Industry · 2015
Equity Option Implied Probability of Default and Equity Recovery RateChang, Bo Young; Orosi, Greg · Journal of Futures Markets · 2017
The arithmetico-geometric sequence: an application of linear algebraOrosi, Greg · International Journal of Mathematical Education in Science and Technology · 2015
The Economics of Credit CardsZywicki, Todd J. · SSRN Electronic Journal · 2000
Fraudulent Accounting and Other Doping GamesBerentsen, Aleksander; Lengwiler, Yvan · SSRN Electronic Journal · 2003
A Creepy WorldSornette, Didier; Cauwels, Peter · SSRN Electronic Journal · 2013
Capital Structure ChoicesFama, Eugene F.; French, Kenneth R. · SSRN Electronic Journal · 2011
Crowdfunding: Disintermediated Investment BankingRubinton, Brian J. · SSRN Electronic Journal · 2011
Exporting and ProductivityBernard, Andrew B.; Jensen, J. Bradford Bradford · SSRN Electronic Journal · 1999
Minimum Variance Portfolio CompositionClarke, Roger; de Silva, Harindra; Thorley, Steven · SSRN Electronic Journal · 2010
Habits and HumpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian · SSRN Electronic Journal · 2013