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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000584825
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Jumps, martingales, and foreign exchange futures prices
Hu, Zu-Liu - 1996
Persistent link: https://www.econbiz.de/10000588419
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Messung und Prognose von Volatilitäten : am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl
Persistent link: https://www.econbiz.de/10000589055
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The timing of arbitrage : an option approach
Lambrecht, Bart M. - 1996
Persistent link: https://www.econbiz.de/10000590536
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David; Foresi, Silverio; Zin, Stanley E. - 1996
Persistent link: https://www.econbiz.de/10000593360
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The labor movement in India
Das, Rajani Kanta - 1923
Persistent link: https://www.econbiz.de/10000408405
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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger; Stremme, Alexander - 1993
Persistent link: https://www.econbiz.de/10000412479
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Ukraine's non-nuclear option
Batiouk, Victor - 1992
Persistent link: https://www.econbiz.de/10000412758
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Profiting from chaos : using chaos theory for market timing, stock selection, and option valuation
Vaga, Tonis - 1994
Persistent link: https://www.econbiz.de/10000414397
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Optimierungsprobleme bei Wertpapierhandel in stetiger Zeit
Korn, Ralf - 1992
Persistent link: https://www.econbiz.de/10000414863