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person:"Engle, Robert F."
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Option pricing theory"
~subject:"Welt"
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Option pricing theory
Welt
1982-1996
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Estimation
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Hedging
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Optionspreistheorie
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Schätzung
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Theorie
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Theory
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Volatility
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Volatilität
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Engle, Robert F.
Rosenberg, Joshua V.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Discussion paper / Department of Economics, University of California San Diego
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Journal of financial economics
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
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1999
Persistent link: https://www.econbiz.de/10001448019
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2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
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