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New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul - 1997
Persistent link: https://www.econbiz.de/10000959703
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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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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Pricing term structure risk in futures markets
Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996
Persistent link: https://www.econbiz.de/10000944055
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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000953922
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Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard; Bollerslev, Tim; Redfearn, Michael R. - 1991
Persistent link: https://www.econbiz.de/10000823527
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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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Robust one period option modelling
Lutgens, Frank Johannes Willem (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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Redistribution of risk through incomplete markets with trading constraints
De Waegenaere, Anja - 1994
Persistent link: https://www.econbiz.de/10000880092