Narrow search
Showing 31 - 40 of 633,677
Cover Image
Edokko options : a new framework of barrier options
Fujita, Takahiko; Miura, Ryozo - In: Asia-Pacific financial markets 9 (2002) 2, pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Cover Image
A taxonomy of risk-neutral distribution methods : theory and implementation
Gruber, Alfred - 2003
Persistent link: https://www.econbiz.de/10001747356
Cover Image
Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat - In: Review of derivatives research 3 (1999) 3, pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
Cover Image
Issues in hedging options positions
Nandi, Saikat; Waggoner, Daniel F. - In: Economic review 85 (2000) 1, pp. 24-39
Persistent link: https://www.econbiz.de/10001494845
Cover Image
Static hedging of timing risk
Carr, Peter; Picron, Jean-Francois - In: The journal of derivatives : the official publication … 6 (1999) 3, pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Cover Image
Applications en finance des réseaux neuronaux artificiels : l'approche multifactorielle des marchés et l'évaluation non-paramétrique des options
Vessereau, Thierry Patrick Raoul M. - 1999
Persistent link: https://www.econbiz.de/10001443090
Cover Image
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
Cover Image
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael; Maurer, Raimond - In: Finanzmarkt und Portfolio-Management 13 (1999) 4, pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Cover Image
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Cover Image
An efficient approach for pricing spread options
Pearson, Neil D. - In: The journal of derivatives : the official publication … 3 (1995) 1, pp. 76-91
Persistent link: https://www.econbiz.de/10001219429