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Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767419
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421
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On the effect of stochastic interest rates on the pricing of European call options
Rindell, Krister - 1991
Persistent link: https://www.econbiz.de/10000129999
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A test of an interest rate contingent claims market
Rindell, Krister - 1991
Persistent link: https://www.econbiz.de/10000130001
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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10000900095
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Pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - In: Journal of banking & finance 19 (1995) 5, pp. 785-802
Persistent link: https://www.econbiz.de/10001185511
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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10004682730
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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10004726350
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Generalized method of moments test of the Black & Scholes model
Rindell, Krister - 1991
Persistent link: https://www.econbiz.de/10013400666