Narrow search
Showing 1 - 6 of 6
Cover Image
The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R.; Ronn, Ehud I. - 1995
Persistent link: https://www.econbiz.de/10000925735
Cover Image
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.; Ronn, Ehud I. - 1997
Persistent link: https://www.econbiz.de/10000975260
Cover Image
To call or not to call? : Optimal call policies for callable US Treasury bonds
Bliss, Robert R. - In: Economic review 80 (1995) 6, pp. 1-14
Persistent link: https://www.econbiz.de/10001201634
Cover Image
Recovering risk aversion from options
Bliss, Robert R. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658437
Cover Image
On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N. - In: Review of derivatives research 1 (1997) 4, pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
Cover Image
On bounding option prices in Paretian stable markets
Popova, Ivilina - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 32-43
Persistent link: https://www.econbiz.de/10001246678