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Degree of market imperfections : evidence from four Asian index futures markets

Wang, Janchung - In: Applied financial economics 18 (2008) 13/15, pp. 1233-1246

Persistent link: https://www.econbiz.de/10003760260

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

Pricing generalized capped exchange options

Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 7/9, pp. 765-776

Persistent link: https://www.econbiz.de/10003739384

A threshold uncertainty investment model for the Netherlands

Bo, Hong; Jacobs, Jan; Sterken, Elmer - In: Applied financial economics 16 (2006) 9, pp. 665-673

Persistent link: https://www.econbiz.de/10003334978

Spanning tests for options using principal components methods

Hansen, Charlotte S.; Tuypens, Bjorn E. - In: Applied financial economics 17 (2007) 7/9, pp. 739-746

Persistent link: https://www.econbiz.de/10003491227

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

Empirical performance of affine option pricing models : evidence from the Australian index options market

Sharp, Timothy; Li, Steven; Allen, David E. - In: Applied financial economics 20 (2010) 4/6, pp. 501-514

This article investigates the performance of affine option pricing models in the context of the Australian Standard & Poor's (S&P)/Australian Stock Exchange (ASX) 200 index option market. This investigation is done through the implicit estimation of the risk neutral parameters of affine option...

Persistent link: https://www.econbiz.de/10003963448

An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility

Su, Yong-chern; Chen, Ming-da; Huang, Han-Ching - In: Applied financial economics 20 (2010) 10/12, pp. 899-910

Persistent link: https://www.econbiz.de/10009009807

On the future contract quality option : a new look

Balbás de la Corte, Alejandro; Reichardt, Susana - In: Applied financial economics 20 (2010) 13/15, pp. 1217-1229

Persistent link: https://www.econbiz.de/10009010290

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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