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Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong; Gupta, Anurag; Ritchken, Peter H. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets
Fan, Rong; Gupta, Anurag; Ritchken, Peter - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2219-2248
Persistent link: https://www.econbiz.de/10006554355
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Options on the spot and options on futures
Brenner, Menachem - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1303-1317
Persistent link: https://www.econbiz.de/10001007044
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The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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Intra-equilibrium and inter-equilibrium analysis in capital market theory : A clarification
Brenner, Menachem; Subrahmanyam, Marti G. - In: The journal of finance : the journal of the American … 32 (1977) 4, pp. 1313-1319
Persistent link: https://www.econbiz.de/10001951038
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The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: The journal of finance : the journal of the American … 52 (1997) 2
Persistent link: https://www.econbiz.de/10007372810