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A robust LR test for the GARCH model
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
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On Asian options of American type
Peskir, Goran (contributor); Uys, N. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L. (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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Life insurance liabilities at market value
Grosen, Anders (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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Life insurance contracts with embedded options
Løchte Jørgensen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex (contributor); Mollica, Vito (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
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The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
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A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014