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Approximate option valuation for arbitrary stochastic processes
Jarrow, Robert; Rudd, Andrew - In: Journal of financial economics 10 (1982) 3, pp. 347-369
Persistent link: https://www.econbiz.de/10003071419
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Options on the minimum or the maximum of two risky assets : analysis and applications
Stulz, René M. - In: Journal of financial economics 10 (1982) 2, pp. 161-185
Persistent link: https://www.econbiz.de/10002884715
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The effect on portfolio performance of certain call option strategies
Ryan, Peter Christopher - 1977
Persistent link: https://www.econbiz.de/10002717490
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Comments on the valuation of derivative assets
Bick, Avi - In: Journal of financial economics 10 (1982) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10001907912
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Derivation of the set of exact hedges for the financial portfolio
Belongia, Michael T.; Santoni, G. J. - 1984
Persistent link: https://www.econbiz.de/10001886556
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Savings bonds, retractable bonds and callable bonds
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial economics 5 (1977) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10001948432
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Implications and applications of organized option markets for financial theory
Brofman, Lance Mark - 1978
Persistent link: https://www.econbiz.de/10001951385
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The Dow Jones-Irwin guide to stock index futures and options
Nix, William E.; Nix, Susan W. - 1984
Persistent link: https://www.econbiz.de/10013541266
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Investor benefits from international portfolio diversification
Novack, Sheldon - 1973
Persistent link: https://www.econbiz.de/10000751379
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Optimization of bank portfolios
Beazer, William Frank - 1975
Persistent link: https://www.econbiz.de/10000557931