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Option arbitrage and strategy with large price changes
Jones, E. Philip - In: Journal of financial economics 13 (1984) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10003169924
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Arbitrage pricing of contingent claims
Müller, Sigrid M. - 1985
Persistent link: https://www.econbiz.de/10013277999
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Trade, speculation, and the forward exchange rate
Kenen, Peter B. - In: Trade, growth, and the balance of payments : essays in …, (pp. 143-169). 1965
Persistent link: https://www.econbiz.de/10002209469
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The Canadian experiment with flexible exchange rates 1950-62
Poole, William - 1966
Persistent link: https://www.econbiz.de/10002661984
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A dynamic theory of forward exchange
Einzig, Paul - 1961
Persistent link: https://www.econbiz.de/10000121751
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Futures market contracting : when you don't know who the optimists are
Harstad, Ronald M.; Phlips, Louis - 1993
Persistent link: https://www.econbiz.de/10000865470
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(De)stabilizing speculation on futures markets : an alternative view point
Guesnerie, Roger; Rochet, Jean-Charles - 1992
Persistent link: https://www.econbiz.de/10000839159
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Die Terminspekulation mit Optionen auf Waren, Devisen, Indices und Finanzkontrakte
Walter, Adalbert R. - 1986
Persistent link: https://www.econbiz.de/10000730646
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Demand for energy and nonfuel minerals : final, derived, and speculative
Slade, Margaret Emily; Kolstad, Charles D.; Weiner, … - 1991
Persistent link: https://www.econbiz.de/10000810611
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On the bivariate analysis of speculative efficiency in forward markets
Lévy, Emile; Nobay, A. Robert - 1988
Persistent link: https://www.econbiz.de/10000766358