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Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000969027
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Pricing term structure risk in futures markets
Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996
Persistent link: https://www.econbiz.de/10000944055
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A study on the efficiency of the market for Dutch long term call options
Roon, Frans de; Veld, Chris H.; Wei, Jason - 1996
Persistent link: https://www.econbiz.de/10000934590
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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Analysis of equity warrants as investment and finance instruments
Veld, Chris H. - 1992
Persistent link: https://www.econbiz.de/10000853514
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Het gebruik van financie͏̈le derivaten door grote Nederlandse ondernemingen
Boersma, Jelmer; Veld, Chris H. - 1995
Persistent link: https://www.econbiz.de/10000924630
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Testing option pricing models for several contingent claims using a generalized methodology
Veld, Chris H. - In: Economics letters 41 (1993) 3, pp. 293-299
Persistent link: https://www.econbiz.de/10001145325
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Warrant pricing : a review of empirical research
Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000888085
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European put-call parity and the early exercise premium for American currency options
Poitras, Geoffrey; Veld, Chris H.; Zabolotnyuk, Yuriy - In: Multinational finance journal : MF ; quarterly … 13 (2009) 1/2, pp. 39-54
Persistent link: https://www.econbiz.de/10008654489
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Warrant pricing : a review of theoretical and empirical research
Veld, Chris H. - 1991
Persistent link: https://www.econbiz.de/10013418167