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ECONIS (ZBW)
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1
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
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2
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
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3
Testing option pricing models
Bates, David S.
-
1995
Persistent link: https://www.econbiz.de/10000912754
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4
Realignment risk and currency option pricing in target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874291
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5
Currency option pricing in credible target zones
Dumas, Bernard
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1993
Persistent link: https://www.econbiz.de/10000883767
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6
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
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7
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
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8
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
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9
The term structure of interest rates in a pure exchange economy with heterogeneous investors
Wang, Jiang
-
1995
Persistent link: https://www.econbiz.de/10000913705
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10
Options, the value of capital, and investment
Abel, Andrew B.
;
Dixit, Avinash K.
;
Eberly, Janice C.
; …
-
1995
Persistent link: https://www.econbiz.de/10000921332
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