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Insiderhandel und Optionspreisspannen
Behr, Matina L. - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001516335
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Implied volatility functions : a reprise
Rosenberg, Joshua V. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
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An empirical evaluation of value at risk by scenario simulation
Abken, Peter A. - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
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Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447927
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Implied volatility functions : a reprise
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447936
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Top executive pay in the United Kingdom : a corporate governance dilemma
McKnight, Phillip J.; Tomkins, Cyril R. - In: International journal of the economics of business 6 (1999) 2, pp. 223-243
Persistent link: https://www.econbiz.de/10001448476
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An empirical analysis of the corporate call decision
Carlson, Murray Dean - 1998
Persistent link: https://www.econbiz.de/10001405867
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Zum Preiszusammenhang zwischen Kassa- und Futuresmärkten : der Einfluß der Glattstellungsoption
Kempf, Alexander - 1996
Persistent link: https://www.econbiz.de/10000922981
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000970980