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Efficiency versus completeness : strategic use of option markets
Hübner, Georges - 1997
Persistent link: https://www.econbiz.de/10000962243
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Valuation of credit risky contingent claims
Henn, Marc - 1997
Persistent link: https://www.econbiz.de/10000962325
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Options
Kolb, Robert W. - 1997 - 3. ed
Persistent link: https://www.econbiz.de/10000962346
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Optionsbildung und Absicherung von Optionen unter Berücksichtigung von Transaktionskosten
Safarian, Mher M. - 1997
Persistent link: https://www.econbiz.de/10000962754
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Pricing options on asset with predictable white noise returns
León Valle, Ángel Manuel; Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000965231
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Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel; Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000966054
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Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
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Il mercato telematico delle opzioni : pricing, tecniche di negoziazione, normativa e politica monetaria
Rossetti, Antonio - 1995 - 1. ed
Persistent link: https://www.econbiz.de/10000978745
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Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1998
Persistent link: https://www.econbiz.de/10000978870
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The concept of risk in the theory of option pricing
Peskir, Goran - 1997
Persistent link: https://www.econbiz.de/10000979856