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Shortfall-Risiken beim Hedging mit DAX-Futures
Bamberg, Günter - 1997
Persistent link: https://www.econbiz.de/10013453110
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The leverage effect of warrants : an empirical investigation
Pflaumer, Peter - 1992
Persistent link: https://www.econbiz.de/10013288423
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Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?
Bamberg, Günter - 1994
Persistent link: https://www.econbiz.de/10013374625
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The information content of German discount rate changes
Neumann, Manfred J. M. - 1996
Persistent link: https://www.econbiz.de/10000946124
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Arithmetic-Average-Price-Optionen : Bewertungsverfahren und Simulationsstudie
Reimer, Matthias - 1993
Persistent link: https://www.econbiz.de/10000347817
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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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The option pricing approach to the valuation of country risk
Klein, Martin - 1990
Persistent link: https://www.econbiz.de/10000854806
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Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland - 1993
Persistent link: https://www.econbiz.de/10000855153
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Down-and-out Call : Bewertungstheorie, numerische Verfahren und Simulationsstudie
Reimer, Matthias - 1993
Persistent link: https://www.econbiz.de/10000374349