Narrow search
Showing 1 - 10 of 1,146
Cover Image
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew; Luo, Dan - In: Journal of financial markets 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Cover Image
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min; Cheng, Chi-Hung; Lin, Shih-Hsun; Lin, … - In: Journal of mathematical finance 9 (2019) 1, pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Cover Image
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
Cover Image
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth - 1994
Persistent link: https://www.econbiz.de/10000893910
Cover Image
Advances in futures and options research : a research annual
Stamford, Conn. : JAI Press; 1987-1998: Greenwich, … - 2.1987 - 3.1988; 4.1990 -
Persistent link: https://www.econbiz.de/10000501985
Cover Image
Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000674017
Cover Image
Options, futures, and other derivative securities
Hull, John - 1989
Persistent link: https://www.econbiz.de/10000083643
Cover Image
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765704
Cover Image
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki; Hillegers, Tom - In: Applied financial economics letters 2 (2006) 4, pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
Cover Image
Film-specific option risk and implications for asset pricing
Doran, James S.; Fodor, Andy - In: Journal of risk 12 (2009/10) 1, pp. 17-52
Persistent link: https://www.econbiz.de/10003900327