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Pricing of roll options
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525
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515
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493
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453
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445
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441
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440
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407
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399
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396
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391
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383
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362
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355
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354
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344
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336
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335
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331
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331
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331
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323
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321
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318
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
310
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308
Fabozzi, Frank J.
305
Tirole, Jean
305
Lambertini, Luca
297
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294
Artus, Patrick
293
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285
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282
Chiarella, Carl
279
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272
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271
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268
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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The economic journal : the journal of the Royal Economic Society
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SpringerLink / Bücher
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1,664
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1,575
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1,556
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IZA Discussion Paper
1,486
Journal of monetary economics
1,404
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ECONIS (ZBW)
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1,947
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495
OLC EcoSci
389
BASE
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71
Il mercato azionario
Caparrelli, Franco
-
1995
-
1. ed
Persistent link: https://www.econbiz.de/10000960606
Saved in:
72
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
73
Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice
Ericsson, Jan
-
1997
Persistent link: https://www.econbiz.de/10000961237
Saved in:
74
Efficiency versus completeness : strategic use of option markets
Hübner, Georges
-
1997
Persistent link: https://www.econbiz.de/10000962243
Saved in:
75
Valuation of credit risky contingent claims
Henn, Marc
-
1997
Persistent link: https://www.econbiz.de/10000962325
Saved in:
76
Options
Kolb, Robert W.
-
1997
-
3. ed
Persistent link: https://www.econbiz.de/10000962346
Saved in:
77
Optionsbildung und Absicherung von Optionen unter Berücksichtigung von Transaktionskosten
Safarian, Mher M.
-
1997
Persistent link: https://www.econbiz.de/10000962754
Saved in:
78
Using chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003712503
Saved in:
79
Pricing European Asian options with skewness and kurtosis in the underlying distribution
Lo, Keng-hsin
;
Wang, Kehluh
;
Hsu, Ming-feng
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 598-616
Persistent link: https://www.econbiz.de/10003715035
Saved in:
80
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
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