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ECONIS (ZBW)
186
RePEc
76
OLC EcoSci
52
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71
Valuing futures and options on volatility
Grünbichler, Andreas
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
Saved in:
72
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
Saved in:
73
Dual trading in futures markets
Fishman, Michael J.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 643-671
Persistent link: https://www.econbiz.de/10001128126
Saved in:
74
Pricing options on agricultural futures : an application of the constant elasticity of variance option pricing model
Choi, Jin W.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001128564
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75
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
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76
Electronic screen trading and the transmission of information : an empirical examination
Grünbichler, Andreas
- In:
Journal of financial intermediation
3
(
1994
)
2
,
pp. 166-187
Persistent link: https://www.econbiz.de/10001166034
Saved in:
77
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
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78
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
-
1995
Persistent link: https://www.econbiz.de/10001340027
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79
Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias
;
Liu, Jun
;
Longstaff, Francis A.
-
2002
Persistent link: https://www.econbiz.de/10001672940
Saved in:
80
The market price of credit risk : an empirical analysis of interest rate swap spreads
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
-
2002
Persistent link: https://www.econbiz.de/10001675869
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