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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
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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
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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
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Warrant pricing : a review of empirical research
Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000888085
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Testing expected shortfall models for derivative positions
Kerkhof, Jeroen (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
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Financial experts as an arms race
Glode, Vincent; Green, Richard C.; Lowery, Richard - 2010
Persistent link: https://www.econbiz.de/10003997744
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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
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A study on the efficiency of the market for Dutch long term call options
Roon, Frans de; Veld, Chris H.; Wei, Jason - 1996
Persistent link: https://www.econbiz.de/10000934590
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Intraday lead-lag relationships between the futures-, options and stock market
Jong, Frank de; Donders, Monique - 1996
Persistent link: https://www.econbiz.de/10000951700
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A future market reduces bubbles but allows greater profit for more sophisticated traders
Noussair, Charles; Tucker, Steven James; Xu, Yilong - 2014
Persistent link: https://www.econbiz.de/10011283898