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Analysis of the term structure of implied volatilities
Heynen, Ronald C.; Kemna, Angelien G.; Vorst, Ton - 1992
Persistent link: https://www.econbiz.de/10000853901
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The value of an option based on an average security value
Kemna, Angelien G.; Vorst, Ton - 1986
Persistent link: https://www.econbiz.de/10000716530
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Asian options on oil spreads
Heenk, B. A. - In: Review of futures markets 9 (1990) 3, pp. 510-528
Persistent link: https://www.econbiz.de/10001128331
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A futures contract on an index of existing bonds : a reasonable alternative?
Kemna, Angelien G.
Persistent link: https://www.econbiz.de/10001273591
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A pricing method for options based on average asset values
Kemna, Angelien G. - In: Journal of banking & finance 14 (1990) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10001088202
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An empirical investigation of observed smile patterns
Heynen, Ronald C. - In: Review of futures markets 13 (1994) 2, pp. 317-353
Persistent link: https://www.econbiz.de/10001169316
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Pricing and hedging power options
Heynen, Ronald C. - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 253-261
Persistent link: https://www.econbiz.de/10001215390
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Options in real and financial markets
Kemna, Angelien G. - 1987
Persistent link: https://www.econbiz.de/10000749262
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The value of commodity-linked bonds : a case study
Kemna, Angelien G. - 1986
Persistent link: https://www.econbiz.de/10000725963
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A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de - In: Journal of banking & finance 16 (1992) 1, pp. 11-36
Persistent link: https://www.econbiz.de/10001330029