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Essays on optimal hedging and investment strategies, and on derivative pricing
Goorbergh, Rob Willem Jean van den - 2004
Persistent link: https://www.econbiz.de/10002751263
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On the pricing of options in incomplete markets
Melenberg, Bertrand; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000932780
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The impact of overnight periods on option pricing
Boes, Mark-Jan (contributor); Drost, Feike C. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002621609
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The impact of overnight periods on option pricing
Boes, Mark-Jan; Drost, Feike C.; Werker, Bas J. M. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
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Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric; Heijden, Thijs van der; Werker, Bas J. M. - In: Journal of financial econometrics 21 (2023) 5, pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
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Investment under uncertainty and policy change
Pawlina, Grzegorz (contributor); Kort, Peter M. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv (contributor); Sbuelz, Alessandro (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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Model risk and regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005