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~isPartOf:"Banking after regulatory reforms - business as usual?"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: "Jokivuolle, Esa"
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Banking after regulatory reforms - business as usual?
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Pricing European options on autocorrelated indexes
Jokivuolle, Esa
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001355579
Saved in:
2
PRICING EUROPEAN OPTIONS ON AUTOCORRELATED INDEXES - Reported daily returns for equity indexes are often found to exhibit positive autocorrelation due to the infrequent trading of...
Jokivuolle, Esa
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10007346976
Saved in:
3
Introduction
Jokivuolle, Esa
;
Vilmunen, Jouko
- In:
Banking after regulatory reforms - business as usual?
Persistent link: https://www.econbiz.de/10010927947
Saved in:
4
PRICING EUROPEAN OPTIONS ON AUTOCORRELATED INDEXES - Reported daily returns for equity indexes are often found to exhibit positive autocorrelation due to the infrequent trading of...
Jokivuolle, Esa
- In:
The journal of derivatives : the official publication …
19980
,
pp. 39-52
Persistent link: https://www.econbiz.de/10007374519
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