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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001448004
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001440110
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Empirische Beiträge zur Optionsbewertung am Beispiel von Black und Scholes u.a.
Schroeder, Gerhard - In: Finanzierungen, (pp. 29-53). 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001426656
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000834044
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000970980
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000982923
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Bootstrap derivative asset pricing
Markellos, Raphaēl N. - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000996674
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001242646
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New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst - In: The journal of business : B 71 (1998) 3, pp. 371-405
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001247514
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Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc - In: Applied financial economics 7 (1997) 4, pp. 379-394
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001226979