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Computing the market price of volatility risk in the energy commodity markets
Doran, James S.; Ronn, Ehud I. - In: Journal of banking & finance 32 (2008) 12, pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
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The impact of large changes in asset prices on intra-market correlations in the domestic and international markets
Ronn, Ehud I.; Sayrak, Akin; Tompaidis, Stathis - In: The financial review : the official publication of the … 44 (2009) 3, pp. 405-436
Persistent link: https://www.econbiz.de/10003879763
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The bias in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.; Ronn, Ehud I. - In: Review of derivatives research 8 (2005) 3, pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
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Estimating the commodity market price of risk for energy prices
Kolos, Sergey P.; Ronn, Ehud I. - In: Energy economics 30 (2008) 2, pp. 621-641
Persistent link: https://www.econbiz.de/10003711345
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Fine-tuning a corporate hedging portfolio : the case of an Airline
Gerner, Mathias; Ronn, Ehud I. - In: Journal of applied corporate finance : JACF 25 (2013) 4, pp. 74-86
Persistent link: https://www.econbiz.de/10010247688
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Financial markets in the face of the apocalypse
Białkowski, Je̜drzej; Ronn, Ehud I. - 2016
Persistent link: https://www.econbiz.de/10011514488
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The valuation and information content of options on crude-oil futures contracts
Murphy, Finbarr; Ronn, Ehud I. - In: Review of derivatives research 18 (2015) 2, pp. 95-106
Persistent link: https://www.econbiz.de/10011477287
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Analyzing the risks inherent in the procter & gamble - bankers trust levered swap contract
Dincerler, Cantekin; Martin, John D.; Ronn, Ehud I. - In: Advances in financial planning and forecasting 10 (2001), pp. 243-256
Persistent link: https://www.econbiz.de/10001817299
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The pricing of FIREARMs (falling interest rate adjustable-rate mortgages)
Flesaker, Bjorn - In: The journal of real estate finance and economics 6 (1993) 2, pp. 251-275
Persistent link: https://www.econbiz.de/10001169276
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A nonstationary trinomial model for the valuation of options on treasury bond futures contracts
Ronn, Ehud I. - In: The journal of futures markets 14 (1994) 5, pp. 597-617
Persistent link: https://www.econbiz.de/10001169815