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Institution: Universität Konstanz

Number of items: 5.

Jackwerth, Jens Carsten (1999): Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review. Published in: Journal of Derivatives , Vol. 7, No. 2 (1999): pp. 66-82.

Jackwerth, Jens Carsten (1996): Generalized Binomial Trees. Published in: Journal of Derivatives , Vol. 5, No. 2 : pp. 7-17.

Jackwerth, Jens Carsten (1997): Artificial Stupidity: A Reply. Published in: Journal of Portfolio Management , Vol. 27, No. 1 : pp. 120-121.

Jackwerth, Jens Carsten and Hodder, James E. (2008): Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management. Unpublished.

Jackwerth, Jens Carsten and Rubinstein, Mark (2003): Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns. Published in: The Legacy of Fisher Black

This list was generated on Sat May 26 00:55:43 2012 CEST.
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