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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon; Vorst, Ton - In: European Journal of Operational Research 91 (1996) 2, pp. 250-263
Persistent link: https://www.econbiz.de/10005240831
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903478
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912212
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Pricing of flexible and limit caps
Pelsser, Antoon André Jean; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000988114
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Optimal optioned portfolios with confidence limits on shortfall constraints
Pelsser, Antoon André Jean; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966912
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THE BINOMIAL MODEL AND THE GREEKS
Pelsser, Antoon; Vorst, Ton - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 45-49
Persistent link: https://www.econbiz.de/10006002357