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Empirical option price bands on the Chicago board options exchange and the reduncancy of options
Chen, David M.; Welch, Robert L. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 161-182
Persistent link: https://www.econbiz.de/10009924616
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The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model
Chen, Hsuan-Chi; Chen, David M.; Chung, San-Lin - In: The journal of futures markets 22 (2002) 6, pp. 557-578
Persistent link: https://www.econbiz.de/10006827894
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Registered Education Savings Plans: A Tax Incentive Response to Higher Education Access
Donnelly, Maureen; Welch, Robert; Young, Allister - In: Canadian tax journal 47 (1999) 1, pp. 81-109
Persistent link: https://www.econbiz.de/10006989044
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The Relative Mispricing of the Constant Variance American Put Model
Hadjiyannakis, Steve; Culumovic, Louis; Welch, Robert - In: International review of economics & finance : IREF 7 (1998) 2, pp. 149-172
Persistent link: https://www.econbiz.de/10007694341
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A PROFITABLE CALL SPREADING STRATEGY ON THE CBOE
Welch, Robert L.; Culumovic, Louis - In: The journal of derivatives : the official publication … 2 (1995) 3, pp. 24-44
Persistent link: https://www.econbiz.de/10005997294
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Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses
Lee, Cheng-few; Shrestha, Keshab; Welch, Robert L. - In: Review of quantitative finance and accounting 28 (2007) 2, pp. 163-186
Persistent link: https://www.econbiz.de/10007590635
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Relationship Between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis
Shrestha, Keshab; Welch, Robert L. - In: Review of quantitative finance and accounting 16 (2001) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10007175124