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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele; Calzolari, Giorgio; Panattoni, Lorenzo - 1995
Persistent link: https://www.econbiz.de/10000924232
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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen - 1998
Persistent link: https://www.econbiz.de/10000628948
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Predicting premature exercise of an American put on stocks : theory and empirical evidence
Chesney, Marc - In: The European journal of finance 2 (1996) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10001205314
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Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O. - In: The journal of fixed income 6 (1996) 1, pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
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A note on an equilibrium debt option pricing model in discrete time
Mathis, Roswell E. - In: Journal of banking & finance 19 (1995) 7, pp. 1305-1307
Persistent link: https://www.econbiz.de/10001189240
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Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon - In: The journal of futures markets 15 (1995) 8, pp. 901-928
Persistent link: https://www.econbiz.de/10001190835
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The pricing of dollar-denominated yen DM warrants
Dravid, Ajay R. - In: Journal of international money and finance 13 (1994) 5, pp. 517-536
Persistent link: https://www.econbiz.de/10001171004
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Rational price limits in futures markets : tests of a simple optimizing model
Ackert, Lucy F. - In: Review of financial economics : RFE 4 (1994) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10001178524