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Modelling callable annuity bonds with interest-only optionality
Holst, Anders (contributor); Nalholm, Morten (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002378727
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Legal pre-emption rights as call-options, redistribution and efficiency loss
Møller, Michael (contributor); Rose, Caspar (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617419
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The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim (contributor); Vikström, Mikael (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
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The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt - 2019
Persistent link: https://www.econbiz.de/10012173134
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Evidence on the limits of arbitrage : short sales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617414