SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Term Structure of Second-hand Prices: A Structural Partial Equilibrium Model
11 references·1 citing·36 second hop
The Term Structure of Second-hand Prices: A Structural Partial Equilibrium Model (2003)The Term Structure of Second-hand Prices:…A Geometric View of Interest Rate Theory (2010)A Geometric View of Interest …Mathematical Models of Financial Derivatives (2008)Mathematical Models of Financ…Affine processes and applications in finance (2003)Affine processes and applicat…Stock Market Efficiency and Economic Efficiency: Is There a Connection? (1997)Stock Market Efficiency and E…Financial Mathematics (1997)Financial MathematicsInvestment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyAn Econometric Model of the World Tanker Market (1989)An Econometric Model of the W…Tobin's $q$ Ratio and Industrial Organization (1981)Tobin's $q$ Ratio and Industr…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…A Critical Review of the Literature on Firm-Level Theories on Ship Investment (2018)A Critical Review of the Lite…A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Arbitrage Theory in Continuous Time (2004)A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (2008)Hawkes Processes in Finance (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of rational option pricing (2005)Financial Intermediation and Delegated Monitoring (1984)Continuous Auctions and Insider Trading (1985)The Use of Knowledge in Society (1996)Manipulation and the Allocational Role of Prices (2008)Have financial markets become more informative? (2016)Big Data as a Governance Mechanism (2018)Econometric Implications of the Rational Expectations Hypothesis (1980)The modelling of dry bulk and tanker markets: a survey (2006)The impact of crude oil price on the tanker market (2013)The Baltic Dry Index: cyclicalities, forecasting and hedging strategies (2016)An experimental analysis of multi-attribute auctions (2000)PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (2004)Convergence of Monte Carlo simulations involving the mean-reverting square root process (2005)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Measurement of Business Performance in Strategy Research: A Comparison of Approaches (1986)Technological Opportunity and Spillovers of R&D: Evidence from Firms' Patents, Profits and Market Value (1986)How do family ownership, control and management affect firm value? (2005)Differential Equations (1998)Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (2009)Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (2014)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1981Tobin's $q$ Ratio and Industrial Organization1,382 cited
  • 2003Affine processes and applications in finance1,044 cited
  • 1997Stock Market Efficiency and Economic Efficiency: Is There a Connection?634 cited
  • 2008Mathematical Models of Financial Derivatives567 cited
  • 1989An Econometric Model of the World Tanker Market99 cited
  • 1997Financial Mathematics76 cited
  • 2010A Geometric View of Interest Rate Theory75 cited

Cited by

  • 2018A Critical Review of the Literature on Firm-Level Theories on Ship Investment17 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work