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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
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Valuation and incentive effects of hurdle rate executive stock options
Cheung, Joe; Corrado, Charles Joseph - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 269-285
Persistent link: https://www.econbiz.de/10003846979
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Does time have value? : an empirical examination of the put option embedded in refundable US air fares
Sturm, Ray R.; Winters, Drew B. - In: Journal of economics and finance 33 (2009) 4, pp. 376-392
Persistent link: https://www.econbiz.de/10003933764
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Assessing bettors' ability to process dynamic information : policy implications
Johnson, Johnnie E. V.; O'Brien, Raymond J.; Sung, … - In: Southern economic journal 76 (2010) 4, pp. 906-931
Persistent link: https://www.econbiz.de/10008701407
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The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald; Li, Yang - In: The journal of futures markets 30 (2010) 7, pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
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Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong - In: The journal of futures markets 30 (2010) 8, pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
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Delivery options and convexity in Treasury bond and note futures
Grieves, Robin; Marcus, Alan J.; Woodhams, Adrian - In: Review of financial economics : RFE 19 (2010) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10008652927
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An overview of project finance binomial loan valuation
Winsen, Joseph K. - In: Review of financial economics : RFE 19 (2010) 2, pp. 84-89
Persistent link: https://www.econbiz.de/10008653406
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Option strategies : good deals and margin calls
Santa-Clara, Pedro; Saretto, Alessio - In: Journal of financial markets 12 (2009) 3, pp. 391-417
Persistent link: https://www.econbiz.de/10003873553