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1
Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.
;
Gallagher, Liam
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
Saved in:
2
On the design and efficiency of a participating growth bill
Ebrahim, Muhammed Shahid
;
Bashir, Abdel-Hameed Mohamed
- In:
The quarterly review of economics and finance : journal …
39
(
1999
)
4
,
pp. 513-527
Persistent link: https://www.econbiz.de/10001448283
Saved in:
3
Consumer surplus analysis under uncertainty : a general equilibrium perspective
Hayashi, Takashi
- In:
Journal of mathematical economics
55
(
2014
),
pp. 154-164
Persistent link: https://www.econbiz.de/10011297773
Saved in:
4
Partial equilibrium and market completion
Hu, Ying
;
Imkeller, Peter
;
Müller, Matthias
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 483-508
Persistent link: https://www.econbiz.de/10002980772
Saved in:
5
Risk-aversion, optimal leverage and the investment-uncertainty relation
Femminis, Gianluca
-
2006
Persistent link: https://www.econbiz.de/10003315440
Saved in:
6
General equilibrium on the back of an envelope : the case of transaction costs
Hoveid, Øyvind
- In:
Agricultural sector modelling and policy information …
,
(pp. 80-87)
.
2001
Persistent link: https://www.econbiz.de/10001597884
Saved in:
7
Transactions costs, index arbitrage and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan
;
Green, Christopher J.
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
Saved in:
8
Hedging with stock index options : a mean-extended Gini approach
Shalit, Haim
;
Greenberg, Doron
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 119-129
Persistent link: https://www.econbiz.de/10010240815
Saved in:
9
Price expectation and the pricing of stock index futures
Hsu, Hsinan
;
Wang, Janchung
- In:
Review of quantitative finance and accounting
23
(
2004
)
2
,
pp. 167-184
Persistent link: https://www.econbiz.de/10002257653
Saved in:
10
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
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