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Options on dividend paying stocks
Beneder, Reimer; Vorst, Ton - 2001
Persistent link: https://www.econbiz.de/10001692618
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001713043
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Information aggregation, speculation, and arbitrage in a simple option market experiment
Rockenbach, Bettina - In: Revue d'économie politique 111 (2001) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10001558731
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Local martingales, arbitrage, and viability : free snacks and cheap thrills
Loewenstein, Mark A.; Willard, Gregory A. - In: Economic theory : official journal of the Society for … 16 (2000) 1, pp. 135-161
Persistent link: https://www.econbiz.de/10001525880
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Testing the arbitrage conditions for option pricing : a survey
Galai, Dan - In: Finanzmarkt und Portfolio-Management 3 (1989) 1, pp. 16-27
Persistent link: https://www.econbiz.de/10001218845
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An experimental investigation of the option pricing approach
Abbink, Klaus - 1996
Persistent link: https://www.econbiz.de/10000986502
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Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - 1999
Persistent link: https://www.econbiz.de/10001410538
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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N. - 1999
Persistent link: https://www.econbiz.de/10001375629
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10001231059