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Ahn, Dong-Hyun - 1997

moneyness of the option as a function of the asset's distribution, the risk-free rate, and the VaR hedging period. We find that …

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Minzner, Max; Anderson, Christopher M. - 2011

The recently-disclosed Terrorist Surveillance Program (TSP) has caused debate over whether warrants should be required …

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Yao, Zhihua - In: Pacific-Basin finance journal 69 (2021), pp. 1-14

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Longhofer, Stanley D. - 1995

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Kim, Woo Sung; Oh, Sekyung; Kiymaz, Halil - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2449-2474

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Repplinger, Detlef (contributor); Fandel, G. (contributor); … - 2008

deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by …

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Peterhans, Oswald - 1994

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Lin, Yen-ting; Parlaktürk, Ali K.; Swaminathan, … - In: Production and operations management : an international … 23 (2014) 1, pp. 19-35

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