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~person:"Engle, Robert F."
~subject:"Risk management"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Risk management
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1982-1996
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Option pricing theory
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Engle, Robert F.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
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2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
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