Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Database"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the Relation Between Binomi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Database
Option pricing theory
7
Optionspreistheorie
7
Theorie
7
Theory
7
Kapitalmarkt
5
Portfolio selection
5
Portfolio-Management
5
Börsentermingeschäft
4
Derivat
4
Derivative
4
Index futures
3
Index-Futures
3
Optionsgeschäft
3
USA
3
United States
3
Börsenkurs
2
Derivat <Wertpapier>
2
Geschichte
2
Investitionstheorie
2
Kapitalanlage Portefeuilleplanung
2
Mathematisches Modell
2
Option trading
2
Probability theory
2
Stochastic process
2
Stochastischer Prozess
2
Vereinigte Staaten
2
Wahrscheinlichkeitsrechnung
2
1200 - 2005
1
1986-1992
1
Abstracts
1
Arbitrage
1
Bibliographie
1
CAPM
1
Capital income
1
Chicago Board Options Exchange
1
Datenbank
1
Dividende
1
Economists
1
Erwartungsnutzen
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Rubinstein, Mark
1
Vijh, Anand M.
1
Published in...
All
Advances in futures and options research : a research annual
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Berkeley options data base : a tool for empirical research
Rubinstein, Mark
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 209-221
Persistent link: https://www.econbiz.de/10001081777
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
