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Barone-Adesi, Giovanni
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Barone, Emilio
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Castagna, Antonio
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European Financial Management
Working Paper
428
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Universität Zürich - Institut für Schweizerisches Bankwesen - Equity Ownership
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Rodney L. White Center for Financial Research
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Universität Zürich - Institut für schweizerisches Bankwesen - Working Papers
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Advances in futures and options research : a research annual
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Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European Financial Management
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10005309499
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2
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European Financial Management
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005334955
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