Zobrazeno 1 - 10
of 84
pro vyhledávání: '"Neuberger, Anthony"'
Autor:
Neuberger, Anthony1 (AUTHOR) anthony.neuberger.1@city.ac.uk, Payne, Richard1 (AUTHOR)
Publikováno v:
Review of Financial Studies. Mar2021, Vol. 34 Issue 3, p1572-1616. 45p.
Autor:
Hobson, David, Neuberger, Anthony
The virtue of an American option is that it can be exercised at any time. This right is particularly valuable when there is model uncertainty. Yet almost all the extensive literature on American options assumes away model uncertainty. This paper quan
Externí odkaz:
http://arxiv.org/abs/1604.02269
Autor:
Hobson, David, Neuberger, Anthony
The purpose of this note is to reconcile two different results concerning the model-free upper bound on the price of an American option, given a set of European option prices. Neuberger (2007, `Bounds on the American option') and Hobson and Neuberger
Externí odkaz:
http://arxiv.org/abs/1604.02274
Publikováno v:
In Journal of Financial Economics March 2021 139(3):950-970
Autor:
Neuberger, Anthony1 (AUTHOR) anthony.neuberger.1@city.ac.uk
Publikováno v:
Decisions in Economics & Finance. Dec2023, Vol. 46 Issue 2, p713-730. 18p.
Autor:
Neuberger, Anthony, Hodges, Stewart
Publikováno v:
The Journal of Financial and Quantitative Analysis, 2002 Jun 01. 37(2), 201-220.
Externí odkaz:
https://www.jstor.org/stable/3595003
Publikováno v:
The Journal of Finance, 2000 Apr 01. 55(2), 839-866.
Externí odkaz:
https://www.jstor.org/stable/222524
Autor:
Neuberger, Anthony
Publikováno v:
The Review of Financial Studies, 1999 Oct 01. 12(3), 429-459.
Externí odkaz:
https://www.jstor.org/stable/2646067
Publikováno v:
The Review of Financial Studies, 1999 Jan 01. 12(4), 873-900.
Externí odkaz:
https://www.jstor.org/stable/2645967
Publikováno v:
Journal of Financial & Quantitative Analysis; Mar2021, Vol. 56 Issue 2, p373-408, 36p