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Adam-Müller, Axel F. A.; Nolte, Ingmar - In: Journal of banking & finance 35 (2011) 11, pp. 2956-2964

Persistent link: https://www.econbiz.de/10009374691

Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10011333451

Leung, Tim; Shirai, Yoshihiro - In: Journal of financial engineering 2 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10010528389

Hosokawa, Satoshi; Matsumoto, Koichi - In: Journal of financial engineering 2 (2015) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10010528390

Lin, Yueh-neng - In: Journal of banking & finance 37 (2013) 11, pp. 4432-4446

Persistent link: https://www.econbiz.de/10010247020

Caldana, Ruggero; Fusai, Gianluca - In: Journal of banking & finance 37 (2013) 12, pp. 4893-4906

Persistent link: https://www.econbiz.de/10010342187

Stefanica, Dan; Radoičić, Radoš - In: International journal of financial engineering 3 (2016) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011532749

Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250

Persistent link: https://www.econbiz.de/10011545291

Li, Weiping; Chen, Su - In: Journal of financial engineering 1 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010508090

Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10010508100