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Does centralisation of FX derivative usage impact firm value?
Jankensgård, Håkan - In: European financial management : the journal of the … 21 (2015) 2, pp. 309-332
Persistent link: https://www.econbiz.de/10010516671
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Analysing large one-day commodity futures price changes
Hua, Wei; Wei, Peihwang - In: International journal of bonds and derivatives 1 (2014) 2, pp. 134-154
Persistent link: https://www.econbiz.de/10011312443
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Serial inventory systems with Markov-modulated demand : derivative bounds, asymptotic analysis, and insights
Chen, Li; Song, Jing-Sheng; Zhang, Yue - In: Operations research 65 (2017) 5, pp. 1231-1249
Persistent link: https://www.econbiz.de/10011757371
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Forward, option and spot markets in the UK power pool
Hunt, Sally; Shuttleworth, Graham - 1991
Persistent link: https://www.econbiz.de/10000882072
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Aggregate income risks and hedging mechanisms
Shiller, Robert J. - 1993
Persistent link: https://www.econbiz.de/10000883175
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Simulating normal rectangle probabilities and their derivatives : the effects of vectorization
Hajivassiliou, Vassilis Argyrou - 1993
Persistent link: https://www.econbiz.de/10000883179
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Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958
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Indirect hedging of foreign currency exposure
Wahl, Jack E.; Broll, Udo; Zilcha, Itzhak - 1994
Persistent link: https://www.econbiz.de/10000885071
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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Option pricing reflecting transaction costs
Aczel, M. A.; Broyles, John E. - 1986
Persistent link: https://www.econbiz.de/10000887242