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Options, futures and stock market interactions : empirical evidence from the Swiss stock market
Bruand, Martin; Gibson, Rajna - 1996
Persistent link: https://www.econbiz.de/10000954650
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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364
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Pricing commodity bonds using binomial option pricing
Rajan, Raghuram Govind - 1988
Persistent link: https://www.econbiz.de/10000870648
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The valuation of options on portfolios
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1987
Persistent link: https://www.econbiz.de/10000739174
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The multinomial option pricing model and its limits
Madan, Dilip B.; Milne, Frank - 1988
Persistent link: https://www.econbiz.de/10000753404
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A simple approximation for call option pricing
Hathaway, Neville - 1987
Persistent link: https://www.econbiz.de/10000753741
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Pricing interest rate swaps in an options pricing framework
Whittaker, James Gregg - 1987
Persistent link: https://www.econbiz.de/10000730527
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The role of index options in hedging portfolio risks
Lisac, Achim; Papadopoulos-Naasan, Alexis - 1988
Persistent link: https://www.econbiz.de/10000732709
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Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.; Elliott, Graham - 1989
Persistent link: https://www.econbiz.de/10000775666
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Jumps, martingales, and foreign exchange futures prices
Hu, Zu-Liu - 1996
Persistent link: https://www.econbiz.de/10000588419