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Efficiency analysis and option portfolio selection
Booth, James R. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 435-450
Persistent link: https://www.econbiz.de/10001007359
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An empirical analysis of insured portfolio strategies using listed options
Trennepohl, Gary Lee - In: The journal of financial research 11 (1988) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001090765
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Valuation and optimal exercise of the wild card option in the treasury bond futures market
Kane, Alex; Marcus, Alan J. - 1985
Persistent link: https://www.econbiz.de/10000684425
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Valuation and optimal exercise of the wild card option in the Treasury bond futures market
Kane, Alex - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 195-207
Persistent link: https://www.econbiz.de/10001008804
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The valuation of a random number of put options : an application to agricultural price supports
Marcus, Alan J. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10001014154
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2002 - 5. ed., international ed.
Persistent link: https://www.econbiz.de/10001611660
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2005 - 6. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001808907
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Delivery options and convexity in Treasury bond and note futures
Grieves, Robin; Marcus, Alan J.; Woodhams, Adrian - In: Review of financial economics : RFE 19 (2010) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10008652927
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2014 - 10. ed.
Persistent link: https://www.econbiz.de/10010205144
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2011 - 9. ed.
Persistent link: https://www.econbiz.de/10008909725