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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Engle, Robert F."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
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Option pricing theory
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Optionspreistheorie
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1982-1996
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Engle, Robert F.
Rosenberg, Joshua V.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
Discussion paper / Department of Economics, University of California San Diego
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of financial economics
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NBER Working Paper
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Review of derivatives research
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The review of financial studies
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ECONIS (ZBW)
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
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GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
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