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Why are asset returns predictable?
Lüders, Erik - 2002
Persistent link: https://www.econbiz.de/10004765205
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High order compact finite difference schemes for a nonlinear Black Scholes equation
Düring, Bertram; Fournié, Michel; Jüngel, Ansgar - 2001
Persistent link: https://www.econbiz.de/10004734675
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik; Schröder, Michael - 2004
Persistent link: https://www.econbiz.de/10004486127
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How do investor's expectations drive asset prices?
Lüders, Erik; Peisl, Bernhard - 2001
Persistent link: https://www.econbiz.de/10004677899
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Accounting for stock-based compensation : an extended clean surplus relation
Hess, Dieter; Lüders, Erik - 2001
Persistent link: https://www.econbiz.de/10004679932
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New economy accounting : why are broad-based stock option plans so attractive?
Hess, Dieter; Lüders, Erik - 2000
Persistent link: https://www.econbiz.de/10004664331
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Do companies exploit accounting rules for broad based stock option plans? : a case study
Hess, Dieter; Lüders, Erik - 2000
Persistent link: https://www.econbiz.de/10004667193
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On the relationship of information processes and asset price processes
Lüders, Erik; Peisl, Bernhard - 2000
Persistent link: https://www.econbiz.de/10004593851
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Asset prices and alternative characterizations of the pricing kernel
Lüders, Erik - 2001
Persistent link: https://www.econbiz.de/10004697167
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The power law and dividend yields
Lüders, Erik; Lüders-Amann, Inge; Schröder, Michael - 2004
Persistent link: https://www.econbiz.de/10004817565