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Option pricing theory
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Institute of Finance and Accounting <London>
National Bureau of Economic Research
65
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Center for Economic Research <Tilburg>
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Institut für Schweizerisches Bankwesen <Zürich>
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Chambre de commerce et d'industrie de Paris
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Associazione Operatori Bancari in Titoli
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Pricing credit derivatives with rating transitions
Acharya, Viral V.
(
contributor
);
Das, Sanjiv R.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700269
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2
Performance evaluation of hedge funds with options-based and buy-and-hold strategies
Agarwal, Vikas
(
contributor
);
Naik, Narayan Y.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700321
Saved in:
3
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
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