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Ueberpruefung von Anlagestrategien zur langfristigen Planung eines Aktien- und Optionsdepots
Kreuzig, Bernhard, (1980)
Stock index futures : a guide for traders, investors, and analysts
Weiner, Neil S., (1984)
A theory of hedge investment
Brown, Brendan, (1982)
Arbitrage based pricing of stock index options
Figlewski, Stephen, (1985)
Forecasting volatility
Figlewski, Stephen, (1997)
Hedging with stock index futures : theory and application in a new market