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Alternative specifications of the errors in the Black-Scholes option pricing model and various implied variance formulas
Rahman, Abdul H. - In: Economics letters 21 (1986) 1, pp. 61-65
Persistent link: https://www.econbiz.de/10001014753
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Production and hedging decisions in futures and forward markets
Paroush, Jacob - In: Economics letters 21 (1986) 2, pp. 139-143
Persistent link: https://www.econbiz.de/10001016553
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A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A. - In: Economics letters 22 (1986) 1, pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
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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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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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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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The value of the option to "wait and see"
Kelly, Morgan - In: Economics letters 36 (1991) 2, pp. 147-151
Persistent link: https://www.econbiz.de/10001107953
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On the optimal hedge under unbiased futures prices
Lence, Sergio H. - In: Economics letters 47 (1995) 3, pp. 385-388
Persistent link: https://www.econbiz.de/10001178197
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Structuring an option to facilitate replication with transaction costs
Shaffer, Sherrill - In: Economics letters 31 (1989) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10001078154
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Perfect option hedging and the hedge ratio
Müller, Sigrid M. - In: Economics letters 31 (1989) 1, pp. 71-75
Persistent link: https://www.econbiz.de/10001078190