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Pricing near the barrier : the case of discrete knock-out options

Steiner, Manfred; Wallmeier, Martin; Hafner, Reinhold - In: The journal of computational finance 3 (1999) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10001517413

Forecasting the correlation structure of German stock returns : a test of firm-specific factor models

Steiner, Manfred; Wallmeier, Martin - In: European financial management : the journal of the … 5 (1999) 1, pp. 85-102

Persistent link: https://www.econbiz.de/10001365922

Analysts' earnings forecasts in Germany during the stock market boom of the 1990s

Wallmeier, Martin - 2004

Persistent link: https://www.econbiz.de/10002416051

Beyond payoff diagrams : how to present risk and return characteristics of structured products

Wallmeier, Martin - In: Financial markets and portfolio management 25 (2011) 3, pp. 313-338

Persistent link: https://www.econbiz.de/10009295456

Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database

Wallmeier, Martin - In: The journal of futures markets 44 (2024) 5, pp. 854-875

Persistent link: https://www.econbiz.de/10014536695

Margin and risk management in international credit transactions undertaken by banks

Steiner, Manfred - In: European approaches to international management, (pp. 317-334). 1986

Persistent link: https://www.econbiz.de/10001256584

Portfolio Overlapping Bias in Tests of the Fama and French Three-Factor Model

Wallmeier, Martin - 2014

In the three-factor model of Fama and French (1993), portfolio returns are explained by the factors Small Minus Big (SMB) and High Minus Low (HML) which capture returns related to firm capitalization (size) and the book-to-market ratio (B/M). In the standard approach of the model, both the test...

Persistent link: https://www.econbiz.de/10013065157

Kinked accounting? : small loss avoidance in Europe and (not) the US

Chardonnens, Patrick; Wallmeier, Martin - In: Accounting in Europe 21 (2024) 3, pp. 299-319

Persistent link: https://www.econbiz.de/10015178159

Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland

Wallmeier, Martin; Diethelm, Martin - In: The journal of derivatives : the official publication … 17 (2009/10) 2, pp. 59-72

Persistent link: https://www.econbiz.de/10003925809

A high-frequency investigation of the interaction between volatility and DAX returns

Masset, Philippe; Wallmeier, Martin - In: European financial management : the journal of the … 16 (2010) 3, pp. 327-344

Persistent link: https://www.econbiz.de/10003989790