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The Exercise of Options Embedded in Norwegian Student Loans
16 references·0 citing·32 second hopsampled
The Exercise of Options Embedded in Norwegian Student Loans (2007)The Exercise of Options Embedded in Norwe…Household Risk Management and Optimal Mortgage Choice (2003)Household Risk Management and…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior (2001)The Power of Suggestion: Iner…Interest Rate Models Theory and Practice (2001)Interest Rate Models Theory a…Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentBoys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Boys will be Boys: Gender, Ov…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Pricing American-style securities using simulation (1997)Pricing American-style securi…Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models (1994)Numerical Procedures for Impl…Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Bond Pricing and the Term Str…Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)Term Structure Movements and …Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Theory of rational option pricing (2005)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Martingales and stochastic integrals in the theory of continuous trading (1981)Stochastic Differential Equations and Diffusion Processes (1983)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Household Finance (2006)Domestic Saving and International Capital Flows (1980)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Information and the Cost of Capital (2004)Judgment under Uncertainty: Heuristics and Biases (1974)Doing It Now or Later (1999)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Judgment under Uncertainty: Heuristics and Biases (1975)Gender Differences in Preferences (2009)Women in the boardroom and their impact on governance and performance☆ (2009)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)
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References

  • 1977An equilibrium characterization of the term structure6,104 cited
  • 2001Boys will be Boys: Gender, Overconfidence, and Common Stock Investment5,542 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,959 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,871 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,228 cited
  • 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
  • 2001The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior3,108 cited
  • 1999Do Investors Trade Too Much?2,374 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
  • 1977Options: A Monte Carlo approach1,367 cited
  • 2001Interest Rate Models Theory and Practice1,148 cited
  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 2003Household Risk Management and Optimal Mortgage Choice646 cited
  • 1997Pricing American-style securities using simulation614 cited

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  • 1994Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models519 cited
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