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A model and some evidence on pricing compound call options
Boot, John; Frankfurter, George; Young, Allan - In: European Journal of Operational Research 13 (1983) 3, pp. 268-273
Persistent link: https://www.econbiz.de/10005283412
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Managing interest-rate risk in banking institutions
Booth, G. Geoffrey; Bessler, Wolfgang; Foote, William G. - In: European Journal of Operational Research 41 (1989) 3, pp. 302-313
Persistent link: https://www.econbiz.de/10005158453
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Nonlinear dependence in Finnish stock returns
Booth, G. Geoffrey; Martikainen, Teppo; Sarkar, Salil K.; … - In: European Journal of Operational Research 74 (1994) 2, pp. 273-283
Persistent link: https://www.econbiz.de/10005277844
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The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
Broussard, John Paul; Booth, G. Geoffrey - In: European Journal of Operational Research 104 (1998) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10005284234
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An interest rate risk management model for commercial banks
Bessler, Wolfgang; Geoffrey Booth, G. - In: European Journal of Operational Research 74 (1994) 2, pp. 243-256
Persistent link: https://www.econbiz.de/10005075271
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Stochastic modeling of security returns: Evidence from the Helsinki Stock Exchange
Geoffrey Booth, G.; Hatem, John; Virtanen, Ilkka; … - In: European Journal of Operational Research 56 (1992) 1, pp. 98-106
Persistent link: https://www.econbiz.de/10005287297
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Common volatility in major stock index futures markets
Geoffrey Booth, G.; Chowdhury, Mustafa; Martikainen, Teppo - In: European Journal of Operational Research 95 (1996) 3, pp. 623-630
Persistent link: https://www.econbiz.de/10005271580