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An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank Xiaoling - In: Review of derivatives research 13 (2010) 2, pp. 101-124
Persistent link: https://www.econbiz.de/10008695497
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An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank Xiaoling - In: Review of derivatives research 13 (2010) 2, pp. 101-125
Persistent link: https://www.econbiz.de/10008424179
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Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard; Simaan, Yusif E.; Wu, Liuren - In: Review of derivatives research 9 (2006) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
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Price discovery in the U.S. stock and stock options markets: A portfolio approach
Holowczak, Richard; Simaan, Yusif E.; Wu, Liuren - In: Review of derivatives research 9 (2006) 1, pp. 37-66
Persistent link: https://www.econbiz.de/10007600250