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The performance of alternative valuation models in the OTC currency options market

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NPB Bollen… - Journal of International Money and Finance, 2003 - Elsevier
We compare option valuation models based on regime-switching, GARCH, and jump-
diffusion processes to a standard “smile” model, in which Black and Scholes (1973) implied
volatilities are allowed to vary across strike prices. The regime-switching, GARCH, and ...
Cited by 25 - Related articles - All 14 versions

Can prospect theory explain risk-seeking behavior by terminally ill patients?

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EB Rasiel, KP Weinfurt… - Medical decision making, 2005 - mdm.sagepub.com
Page 1. 10.1177/0272989X05282642 MEDICALDECISIONMAKING/NOV–DEC2005
RASIELANDOTHERS DECISIONPSYCHOLOGY NOV–DECRISK-SEEKINGBYTERMINALL
YILLPATIENTS DECISION PSYCHOLOGY Can Prospect Theory Explain Risk-Seeking ...
Cited by 16 - Related articles - BL Direct - All 8 versions

Considerations of net present value in policy making regarding diagnostic and therapeutic technologies

RM Califf, EB Rasiel… - American Heart Journal, 2008 - Elsevier
Cited by 2 - Related articles - All 5 versions

[PDF] Diversifying among Hedge Fund Strategies: An Alternative Frontier

[PDF] from duke.edu
E Perskie, NC Durham… - Duke University (Spring), 2003 - web-03.econ.duke.edu
ABSTRACT The goal of this study is to create optimal portfolios of hedge funds. This paper
discusses the different investment styles within the hedge fund universe along with their
specific risk, return, and correlation characteristics. Markowitz's portfolio selection model is ...
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[CITATION] Essays on Implied Volatility in the Equity & Currency Markets

E Rasiel - 2003 - Duke University
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[CITATION] Word Count: 2695

SW Glickman, EB Rasiel, CD Hamilton, A Kubataev…
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