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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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A study on the efficiency of the market for Dutch long term call options
Roon, Frans de; Veld, Chris H.; Wei, Jason - 1996
Persistent link: https://www.econbiz.de/10000934590
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New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul - 1997
Persistent link: https://www.econbiz.de/10000959703
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What explains the difference between the futures' price and its "fair" value? : Evidence from the European options exchange
Berglund, Tom; Kabir, Rezaul - 1995
Persistent link: https://www.econbiz.de/10000915168
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Robust one period option modelling
Lutgens, Frank Johannes Willem (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
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Analytic American option pricing and applications
Sbuelz, A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773851
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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Pricing high-dimensional American options using local consistency conditions
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034