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Derivat
62
Derivative
62
Option pricing theory
19
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19
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17
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13
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Conference of the Portuguese Finance Network <4, 2006, Porto>
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855
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396
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395
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277
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Special issue: Selection of papers from the 4th Conference of the Portuguese Finance Network : 6th - 8th July 2006, Porto
Rocha Armada, Manuel da
(
contributor
)
-
Conference of the Portuguese Finance Network <4, 2006, …
- In:
The European journal of finance
15.2009,1/2
(
2009
)
Persistent link: https://www.econbiz.de/10004952636
Saved in:
2
Evidence of ex-dividend trading by investor tax category
Felixson, Karl
;
Liljeblom, Eva
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003744666
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3
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
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4
Trading time and trading activity : evidence from extensions of the NYSE trading day
Asem, Ebenezer
;
Kaul, Aditya
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 225-242
Persistent link: https://www.econbiz.de/10003744781
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5
Forecasting daily volatility with intraday data
Frijns, Bart
;
Margaritis, Dimitris
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
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6
Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
Saved in:
7
Who transfers credit risk? : determinants of the use of credit derivatives by large US banks
Ashraf, Dawood
;
Altunbaş, Yener
;
Goddard, John A.
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 483-500
Persistent link: https://www.econbiz.de/10003570588
Saved in:
8
The use of derivatives in Nordic firms
Brunzell, Tor
;
Hansson, Mats
;
Liljeblom, Eva
- In:
The European journal of finance
17
(
2011
)
5/6
,
pp. 355-376
Persistent link: https://www.econbiz.de/10009155393
Saved in:
9
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 285-306
Persistent link: https://www.econbiz.de/10009155402
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10
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
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