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Option replication in discrete time with transaction costs
Boyle, Phelim P. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
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The economics of cash index alternatives
Harris, Lawrence E. - In: The journal of futures markets 10 (1990) 2, pp. 179-194
Persistent link: https://www.econbiz.de/10001128099
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The hedging effectiveness of options and futures : a mean-Gini approach
Cheung, C. Sherman - In: The journal of futures markets 10 (1990) 1, pp. 61-73
Persistent link: https://www.econbiz.de/10001128107
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The effects of volatility misestimation on option-replication portfolio insurance
Rendleman, Richard J. - In: Financial analysts' journal : FAJ 46 (1990) 3, pp. 61-70
Persistent link: https://www.econbiz.de/10001089561
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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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Israeli bank shares as securities portfolios
Biger, Nahum - In: Banking review 2 (1989), pp. 44-51
Persistent link: https://www.econbiz.de/10001094421
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Options and investment strategies
Morard, Bernard - In: The journal of futures markets 10 (1990) 5, pp. 505-517
Persistent link: https://www.econbiz.de/10001094583
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Interest-rate risk and the pricing of depository financial intermediary common stock : empirical evidence
Yourougou, Pierre - In: Journal of banking & finance 14 (1990) 4, pp. 803-820
Persistent link: https://www.econbiz.de/10001096373
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Programmhandel: Fluch oder Segen?
Wiebke, Harald - In: Konjunkturpolitik : applied economics quarterly ; … 34 (1988) 5, pp. 310-326
Persistent link: https://www.econbiz.de/10001065265
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Derivative assets analysis
Rubinstein, Mark - In: The journal of economic perspectives : EP ; a journal … 1 (1987) 2, pp. 73-93
Persistent link: https://www.econbiz.de/10001066434