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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
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Bootstrap derivative asset pricing
Markellos, Raphaēl N. - 1998
Persistent link: https://www.econbiz.de/10000996674
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert - In: Advances in futures and options research : a research annual 9 (1997), pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
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The skewness premium : option pricing under asymmetric processes
Bates, David S. - In: Advances in futures and options research : a research annual 9 (1997), pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
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Extracting market views from the price of options on futures
Martinez, Gregory M. - In: The journal of futures markets 18 (1998) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
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Robert Merton, Myron Scholes and the development of derivative pricing
Schaefer, Stephen M. - In: The Scandinavian journal of economics 100 (1998) 2, pp. 425-445
Persistent link: https://www.econbiz.de/10001245490
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Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell - In: The Scandinavian journal of economics 100 (1998) 2, pp. 411-423
Persistent link: https://www.econbiz.de/10001245494
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Optionsbewertung
Abel, Ulrich - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 37 (1989) 11, pp. 1047-1055
Persistent link: https://www.econbiz.de/10001080613