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person:"Lee, Cheng F."
~person:"Labuschagne, Coenraad C. A."
~subject:"Aktienoption"
~subject:"Martingal"
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Lee, Cheng F.
Labuschagne, Coenraad C. A.
Jithendranathan, Thadavillil
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Advances in quantitative analysis of finance and accounting : a research annual
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
Saved in:
2
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
3
Single stock futures
Hung, Mao-Wei
;
Lee, Cheng F.
;
So, Leh-chyan
- In:
Advances in quantitative analysis of finance and …
2
(
2005
),
pp. 129-151
Persistent link: https://www.econbiz.de/10003104081
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