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1
Optimal hedging and spreading in cointegrated markets
Lien, Da-hsiang Donald
- In:
Economics letters
40
(
1992
)
1
,
pp. 91-95
Persistent link: https://www.econbiz.de/10001137541
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A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
Levy, Haim
- In:
Economics letters
40
(
1992
)
2
,
pp. 217-221
Persistent link: https://www.econbiz.de/10001138420
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3
Testing option pricing models for several contingent claims using a generalized methodology
Veld, Chris H.
- In:
Economics letters
41
(
1993
)
3
,
pp. 293-299
Persistent link: https://www.econbiz.de/10001145325
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4
Short sale restrictions : implications for stock index arbitrage
Puttonen, Vesa
- In:
Economics letters
37
(
1991
)
2
,
pp. 159-163
Persistent link: https://www.econbiz.de/10001114356
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5
Volatility-invariant hedging
Shaffer, Sherrill
- In:
Economics letters
3
(
1989
),
pp. 249-251
Persistent link: https://www.econbiz.de/10001064734
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6
Perfect option hedging and the hedge ratio
Müller, Sigrid M.
- In:
Economics letters
3
(
1989
),
pp. 243-248
Persistent link: https://www.econbiz.de/10001064735
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7
On the striking price bias of the Black-Scholes formula with an estimated variance rate
Chaudhury, Mohammed M.
- In:
Economics letters
4
(
1987
),
pp. 359-362
Persistent link: https://www.econbiz.de/10001040577
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8
Execution lags and imperfect arbitrage : the case of stock index arbitrage
Vila, Anne Fremault
- In:
Economics letters
43
(
1993
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10001151849
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9
Economic determinants of trading volume in futures markets
Malliaris, Anastasios G.
- In:
Economics letters
35
(
1991
)
3
,
pp. 301-305
Persistent link: https://www.econbiz.de/10001102350
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10
Testing the warrant pricing model
Lim, Kian-Guan
- In:
Economics letters
35
(
1991
)
4
,
pp. 451-455
Persistent link: https://www.econbiz.de/10001105615
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