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~person:"Kemna, Angelien G."
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Kemna, Angelien G.
Vorst, Ton
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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
Saved in:
2
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
Saved in:
3
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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4
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
Saved in:
5
Analysis of the term structure of implied volatilities
Heynen, Ronald C.
;
Kemna, Angelien G.
;
Vorst, Ton
-
1992
Persistent link: https://www.econbiz.de/10000853901
Saved in:
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