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ECONIS (ZBW)
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1
Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend
;
Engwerda, Jacob Christiaan
;
Schumacher, Hans
-
1999
Persistent link: https://www.econbiz.de/10000168292
Saved in:
2
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
Saved in:
3
Warrant pricing : a review of empirical research
Veld, Chris H.
-
1994
Persistent link: https://www.econbiz.de/10000888085
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4
Testing expected shortfall models for
derivative
positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
5
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
6
Financial experts as an arms race
Glode, Vincent
;
Green, Richard C.
;
Lowery, Richard
-
2010
Persistent link: https://www.econbiz.de/10003997744
Saved in:
7
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
(
contributor
);
Klaassen, Pieter
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001528991
Saved in:
8
Long swings in exchange rates : are they really in the data
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168295
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9
Bayesian vector autoregressions with stochastic
volatility
Uhlig, Harald
-
1996
Persistent link: https://www.econbiz.de/10000932649
Saved in:
10
On the pricing of options in incomplete markets
Melenberg, Bertrand
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000932780
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