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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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Put-call-futures parity pricing in Australia
English, John W. - 1993 - 2. draft
Persistent link: https://www.econbiz.de/10000889533
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Some questions on the pricing of SPI futures contracts
Heaney, Richard A. - 1993
Persistent link: https://www.econbiz.de/10000889675
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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
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Does the wild card option really have value?
LaBarge, Karin P. - 1989
Persistent link: https://www.econbiz.de/10000898160
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The evaluation of waste management options
Powell, Jane C. - 1992
Persistent link: https://www.econbiz.de/10000860163
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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231
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Applied mathematical finance
Abingdon : Routledge, Taylor & Francis Group; -1997: …; … - 1.1994 -
Persistent link: https://www.econbiz.de/10000547907