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Do Lead-Lag Effects Affect Der...
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Uhrig-Homburg, Marliese
18
Korn, Olaf
13
Kempf, Alexander
7
Uhrig, Marliese
6
Bühler, Wolfgang
4
Walter, Ulrich
4
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf
5
Journal of banking & finance
3
Journal of business economics : JBE
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of fixed income
3
Finanzmarkt und Portfolio-Management
2
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
2
Journal of financial intermediation
2
Review of derivatives research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CEPAL review
1
Die Betriebswirtschaft : DBW
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Kredit und Kapital
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OR-Spektrum : quantitative approaches in management
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OLC EcoSci
ECONIS (ZBW)
207
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The term structure of illiquidity premia
Kempf, Alexander
;
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1381-1392
Persistent link: https://www.econbiz.de/10009843635
Saved in:
2
Do Lead-Lag Effects Affect Derivative Pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10007871191
Saved in:
3
Robust stock option plans
Korn, Olaf
;
Paschke, Clemens
;
Uhrig-Homburg, Marliese
- In:
Review of quantitative finance and accounting
39
(
2012
)
1
,
pp. 77-104
Persistent link: https://www.econbiz.de/10009983509
Saved in:
4
Derivative instruments in the EU Emissions Trading Scheme - an early market perspective
Uhrig-Homburg, M.
;
Wagner, M.
- In:
Energy & environment
19
(
2008
)
5
,
pp. 635-656
Persistent link: https://www.econbiz.de/10008083421
Saved in:
5
Ein neuer Ansatz zur Bestimmung der Zinsstruktur - Theorie und empirische Ergebnisse für den deutschen Rentenmarkt
Uhrig, Marliese
;
Walter, Ulrich
- In:
Kredit und Kapital
30
(
1997
)
1
,
pp. 116-139
Persistent link: https://www.econbiz.de/10007548106
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6
A New Numerical Approach for Fitting the Initial Yield Curve
Uhrig, Marliese
;
Walter, Ulrich
- In:
The journal of fixed income
5
(
1996
)
4
,
pp. 82
Persistent link: https://www.econbiz.de/10007315626
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7
AN EMPIRICAL EXAMINATION OF THE LONGSTAFF-SCHWARTZ BOND OPTION VALUATION MODEL
Uhrig, Marliese
- In:
The journal of derivatives : the official publication …
4
(
1996
)
2
,
pp. 41-54
Persistent link: https://www.econbiz.de/10007323387
Saved in:
8
AN EMPIRICAL EXAMINATION OF THE LONGSTAFF-SCHWARTZ BOND OPTION VALUATION MODEL
Uhrig, Marliese
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10007323552
Saved in:
9
Bewertung von Zinsoptionen bei stochastischer Volatilität: Empirische Ergebnisse
Uhrig, Marliese
- In:
Journal of business economics : JBE
67
(
1997
)
3
,
pp. 285-310
Persistent link: https://www.econbiz.de/10007070880
Saved in:
10
Economic and Econometric Problems in Valuing Interest Rate Options
Bühler, Wolfgang
;
Uhrig, Marliese
;
Walter, Ulrich
; …
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10006584622
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