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Warrant pricing : a review of empirical research
Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000888085
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364
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Samuelson's conjecture holds for commodity futures but not for financial futures
Houthakker, Hendrik S. - 1994
Persistent link: https://www.econbiz.de/10000889380
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Comparing volatility prediction methods : the case of aluminium and copper futures markets
Määttä, Timo - 1994
Persistent link: https://www.econbiz.de/10000889516
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Options négociables et mouvement Brownien géométrique
Pinhas, Max - 1988
Persistent link: https://www.econbiz.de/10000890321
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The rationale for limit order trading
Beiner, Nicole - 1994
Persistent link: https://www.econbiz.de/10000890589
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Deriving estimates of inflation expectations from the prices of UK government bonds
Deacon, Mark; Derry, Andrew J. - 1994
Persistent link: https://www.econbiz.de/10000891400