2 papers
econ.GN2025
Beliefs about Bots: How Employers Plan for AI in White-Collar Work
Eduard Brüll, Samuel Mäurer, Davud Rostam-Afschar
We provide experimental evidence on how employers adjust expectations to automation risk in high-skill, white-collar work. Using a randomized information intervention among tax adv…
q-fin.MF2019
Pricing FX Options under Intermediate Currency
S. Maurer, T. E. Sharp, M. V. Tretyakov
We suggest an intermediate currency approach that allows us to price options on all FX markets simultaneously under the same risk-neutral measure which ensures consistency of FX op…