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Estimates, effects, and correction options
Marquis, Kent H. (contributor) - 1981
Persistent link: https://www.econbiz.de/10000095010
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Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B. - 1996
Persistent link: https://www.econbiz.de/10000946743
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Put-call parity with futures-style margining
Easton, Stephen Andrew - 1996
Persistent link: https://www.econbiz.de/10000947719
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1998
Persistent link: https://www.econbiz.de/10000978870
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A study of a family of equivalent martingale measures to price an option with an application to the Swiss market
Pafumi, Gérard - 1997
Persistent link: https://www.econbiz.de/10000971694
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An empirical test of the BS and CSR valuation models for warrants listed in Thailand
Shastri, Kuldeep - In: Pacific-Basin finance journal 3 (1995) 4, pp. 465-483
Persistent link: https://www.econbiz.de/10001201439
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On bounding option prices in Paretian stable markets
Popova, Ivilina - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
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New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst - In: The journal of business : B 71 (1998) 3, pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
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The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve - In: International review of economics & finance : IREF 7 (1998) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001247535