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Arbitrage
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Chesney, Marc
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Chambre de commerce et d'industrie de Paris
Institut für Schweizerisches Bankwesen <Zürich>
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National Bureau of Economic Research
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National Centre of Competence in Research North South <Bern>
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Swiss National Centre of Competence in Research North South <Bern>
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Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
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Kennedy School of Government, Harvard University
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@Long-Term Investors UniTO
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Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz
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C.E.P.R. Discussion Papers
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CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
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European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
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HEC Paris (École des Hautes Études Commerciales)
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ECONIS (ZBW)
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State space symmetry and two-factor option pricing models
Chesney, Marc
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Gibson, Rajna
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1994
Persistent link: https://www.econbiz.de/10000907917
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc
;
Gibson, Rajna
;
Loubergé, Henri
-
1996
Persistent link: https://www.econbiz.de/10000938031
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