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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Engle, Robert F."
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Discussion paper / Department of Economics, University of California San Diego
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of financial economics
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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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