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Fuel for the future : more molecules or deep electrification of Belgium's energy system by 2050
Devogelaer, Danielle - 2020
Persistent link: https://www.econbiz.de/10012430584
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Non-simultaneity and apparent option mispricing in tests of put-call parity
Easton, Stephen Andrew - 1993
Persistent link: https://www.econbiz.de/10000869911
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A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael; Wiphatthanananthakul, Chatayan - 2010
Persistent link: https://www.econbiz.de/10008670007
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Optimum margins in traded options
Russell, Albert H. - 1984
Persistent link: https://www.econbiz.de/10003380550
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Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 option market
Kapetanios, George; Neumann, Michael; Skiadopoulos, George - 2014
data from the 24-hour E-mini S&P 500 options market. We find that option prices do not jump simultaneously across strikes …
Persistent link: https://www.econbiz.de/10010472845
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Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10011296515
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Conjectural guarantees loom large : evidence from the stock returns of Fannie Mae and Freddie Mac
Schmid, Frank A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986488
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Life insurance liabilities at market value
Grosen, Anders; Løchte Jørgensen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613879
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Put-call parity with futures-style margining
Easton, Stephen Andrew - 1996
Persistent link: https://www.econbiz.de/10000947719
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Valuing bonds with embedded average price options
Easton, Stephen Andrew - 1996
Persistent link: https://www.econbiz.de/10000947723