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~person:"Lhabitant, François-Serge"
~subject:"Option pricing theory"
~subject:"Option trading"
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Option pricing theory
Option trading
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Lhabitant, François-Serge
Nawalkha, Sanjay K.
3
Sommer, Daniel
3
Beliaeva, Natalia A.
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Reher, Gerrit
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An, Yunbi
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Baaquie, Belal E.
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Review of derivatives research
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Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
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ECONIS (ZBW)
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Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille
;
Gibson, Rajna
;
Lhabitant, François-Serge
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10003608131
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2
Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge
;
Castellani, Davide
;
Reghai, A.
-
1998
Persistent link: https://www.econbiz.de/10000168120
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