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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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Analysis of the term structure of implied volatilities
Heynen, Ronald C.; Kemna, Angelien G.; Vorst, Ton - 1992
Persistent link: https://www.econbiz.de/10000853901