Narrow search
Showing 1 - 9 of 9
Cover Image
The wild card option in T-bond futures is relatively worthless
Cohen, Hugh I. - 1991
Persistent link: https://www.econbiz.de/10000826226
Cover Image
Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Cover Image
Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953
Cover Image
Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765054
Cover Image
Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - In: Asia-Pacific financial markets 11 (2004) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Cover Image
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619289
Cover Image
Arbitrage, continuous trading, and margin requirements
Heath, David C. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1129-1142
Persistent link: https://www.econbiz.de/10001055482
Cover Image
Financial derivatives : new instruments and their uses
1993
Persistent link: https://www.econbiz.de/10013546697