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~language:"eng"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Portfolio selection
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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International journal of theoretical and applied finance
111
Applied mathematical finance
64
Quantitative finance
48
The journal of futures markets
48
Review of derivatives research
47
Journal of banking & finance
43
European journal of operational research : EJOR
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35
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Finance research letters
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International review of financial analysis
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Working paper
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
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Asia-Pacific financial markets
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ECONIS (ZBW)
1,905
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1
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
Saved in:
2
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M.
-
1994
Persistent link: https://www.econbiz.de/10000889364
Saved in:
3
Pricing commodity bonds using binomial option pricing
Rajan, Raghuram Govind
-
1988
Persistent link: https://www.econbiz.de/10000870648
Saved in:
4
The valuation of options on portfolios
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1987
Persistent link: https://www.econbiz.de/10000739174
Saved in:
5
The multinomial option pricing model and its limits
Madan, Dilip B.
;
Milne, Frank
-
1988
Persistent link: https://www.econbiz.de/10000753404
Saved in:
6
A simple approximation for call option pricing
Hathaway, Neville
-
1987
Persistent link: https://www.econbiz.de/10000753741
Saved in:
7
Pricing interest rate swaps in an options pricing framework
Whittaker, James Gregg
-
1987
Persistent link: https://www.econbiz.de/10000730527
Saved in:
8
The role of index options in hedging portfolio risks
Lisac, Achim
;
Papadopoulos-Naasan, Alexis
-
1988
Persistent link: https://www.econbiz.de/10000732709
Saved in:
9
Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.
;
Elliott, Graham
-
1989
Persistent link: https://www.econbiz.de/10000775666
Saved in:
10
Jumps, martingales, and foreign exchange futures prices
Hu, Zu-Liu
-
1996
Persistent link: https://www.econbiz.de/10000588419
Saved in:
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