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Option pricing using subordina...
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Rieken, Sascha
13
Mittnik, Stefan
7
Kaiser, Dieter G.
4
Söhnholz, Dirk
3
Lütkepohl, Helmut
1
Sühnholz, Dirk
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
International review of financial analysis
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The journal of futures markets
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Journal of Futures Markets
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
2
Asset Allocation, Risiko-Overlay und Manager-Selektion : das Diversifikationsbuch
Söhnholz, Dirk
;
Rieken, Sascha
;
Kaiser, Dieter G.
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10008666594
Saved in:
3
Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan
;
Rieken, Sascha
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
Saved in:
4
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
- In:
International review of financial analysis
9
(
2000
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
Saved in:
5
The small sample power of some tests for Granger-causality
Lütkepohl, Helmut
;
Rieken, Sascha
-
1994
Persistent link: https://www.econbiz.de/10000989981
Saved in:
6
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
Saved in:
7
Put-call parity and the informational efficiency of the German DAX-index option market
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410598
Saved in:
8
Lower-boundary Violations and Market Efficiency: Evidence from the German DAX-index Options Market
Mittnik, Stefan
;
Rieken, Sascha
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 405-424
Persistent link: https://www.econbiz.de/10006838403
Saved in:
9
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
- In:
International review of financial analysis
9
(
2000
)
3
,
pp. 259-280
Persistent link: https://www.econbiz.de/10007176450
Saved in:
10
Asset Allocation, Risiko-Overlay und Manager-Selektion : Das Diversifikationsbuch
Söhnholz, Dirk
-
2010
Persistent link: https://www.econbiz.de/10013515936
Saved in:
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