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~isPartOf:"Asia-Pacific financial markets"
~person:"Nakajima, Katsushi"
~person:"Sasaki, Hiroshi"
~subject:"Risikoprämie"
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Risikoprämie
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Nakajima, Katsushi
Sasaki, Hiroshi
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Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
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Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
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