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~isPartOf:"Reihe Ökonomie"
~person:"Franses, Philip Hans"
~person:"Nagaev, Sergei A."
~source:"econis"
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Franses, Philip Hans
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ECONIS (ZBW)
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A diffusion approximation for the riskless profit under selling of discrete time call options : non-identically distributed jumps
Nagaev, Alexander V.
;
Nagaev, Sergei A.
;
Kunst, Robert M.
-
2005
Persistent link: https://www.econbiz.de/10002569872
Saved in:
2
A diffusion approximation to the Markov chains model of the financial market and the expected riskless profit under selling of call and put options
Nagaev, Alexander V.
;
Nagaev, Sergei A.
;
Kunst, Robert M.
-
2005
Persistent link: https://www.econbiz.de/10002569891
Saved in:
3
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
-
1995
Persistent link: https://www.econbiz.de/10000927035
Saved in:
4
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008661365
Saved in:
5
A diffusion approximation for the riskless profit under selling of discrete time call options
Nagaev, Sergei A.
-
2003
-
[Replacment copy]
Persistent link: https://www.econbiz.de/10001807837
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