Report NEP-FIN-2000-02-07
This is the archive for
NEP-FIN, a report on new working papers in the area of Finance.
issued this report. It is usually issued weekly.
This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Leisen, Dietmar P.J., "undated". "Stock Evolution under Stochastic Volatility: A Discrete Approach,"Discussion Paper Serie B 407, University of Bonn, Germany, revised May 1999.
- Schönbucher, Philpp J., "undated". "A Market Model for Stochastic Implied Volatility,"Discussion Paper Serie B 453, University of Bonn, Germany, revised May 1999.
- Waldenström, Daniel, 2000. "Taxing Emerging Stock Markets: A Beneficial Policy? Evidence from the Stockholm Stock Exchange, 1907-1939,"SSE/EFI Working Paper Series in Economics and Finance 356, Stockholm School of Economics.
- Forsfält, Tomas, 1999. "The Effects of Risk Aversion and Age on Investments in New Firms,"Research Papers in Economics 1999:18, Stockholm University, Department of Economics.
- Frey, Rüdiger, 1997. "Derivative Asset Analysis in Models with Level-Dependent and Stochastic Volatility,"Discussion Paper Serie B 401, University of Bonn, Germany.