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Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.; Gallagher, Liam - In: Applied financial economics 18 (2008) 13/15, pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Designing deposit insurance scheme under asymmetric information with double liability option
Bhuyan, Rafiqul; Yan, Yuxing - In: Applied financial economics 17 (2007) 10/12, pp. 855-870
Persistent link: https://www.econbiz.de/10003538012
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Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco - In: Applied financial economics 21 (2011) 7/9, pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
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Simpler proofs in finance and shout options
Ramprasath, L. - In: Applied economics letters 18 (2011) 1/3, pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin; Liu, Jung-Fang; Lin, Wei-Yu - In: Applied economics letters 21 (2014) 16/18, pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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On the use and improvement of Hull and White's control variate technique
Chung, San-Lin; Shackleton, Mark B. - In: Applied financial economics 15 (2005) 16, pp. 1171-1179
Persistent link: https://www.econbiz.de/10003213709
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Inferring option-implied investors' risk preferences
Giamouridis, Daniel - In: Applied financial economics 15 (2005) 7, pp. 479-488
Persistent link: https://www.econbiz.de/10002738632
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A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes option pricing model
Levy, Haim - In: Applied financial economics 6 (1996) 4, pp. 377-382
Persistent link: https://www.econbiz.de/10001207513