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Put-call-futures parity pricing in Australia
English, John W. - 1993 - 2. draft
Persistent link: https://www.econbiz.de/10000889533
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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
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I mercati futures : teorie, modelli e applicazioni
Torricelli, Costanza - 1992
Persistent link: https://www.econbiz.de/10000892699
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Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth - 1994
Persistent link: https://www.econbiz.de/10000893910
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Management eines Mehrwährungen-Portfolios
Hunziker, Jean-Pierre - 1994
Persistent link: https://www.econbiz.de/10000894774
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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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Non-simultaneity and apparent option mispricing in tests of put-call parity
Easton, Stephen Andrew - 1993
Persistent link: https://www.econbiz.de/10000869911
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The pricing of forward-starting Asian options
Bouaziz, Laurent; Briys, Eric; Crouhy, Michel - 1991
Persistent link: https://www.econbiz.de/10000827880
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Oil markets and financial markets : a theoret. analysis
Banks, Ferdinand E. - 1988
Persistent link: https://www.econbiz.de/10000743006
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On the determinants of the value of call options on default-free bonds
Buser, Stephen Aubrey; Hendershott, Patric H.; Sanders, … - 1988
Persistent link: https://www.econbiz.de/10000754463