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Implementing option pricing models when asset returns are predictable
Lo, Andrew W.; Wang, Jiang - 1994
Persistent link: https://www.econbiz.de/10000889016
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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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Put-call-futures parity pricing in Australia
English, John W. - 1993 - 2. draft
Persistent link: https://www.econbiz.de/10000889533
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Some questions on the pricing of SPI futures contracts
Heaney, Richard A. - 1993
Persistent link: https://www.econbiz.de/10000889675
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State space symmetry and two factor option pricing models
Chesney, Marc; Gibson, Rajna - 1994 - 2. rev. Oct. 1993
Persistent link: https://www.econbiz.de/10000890491
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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
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Modelling UK mortgage defaults using a hazard approach based on American options
Ncube, Mthuli; Satchell, Stephen - 1994
Persistent link: https://www.econbiz.de/10000891367
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Continuous-time limits in the generalised Ho-Lee framework under the risk-neutral and forward measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000891387
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Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun; Engle, Robert F.; Kane, Alex - 1994 - Rev
Persistent link: https://www.econbiz.de/10000891511
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The pricing of foreign currency options
Knoch, Hans-Jürgen - 1992
Persistent link: https://www.econbiz.de/10000893051