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On the predictability of the stock market volatility : does history matter?
Adjaoute, Kpate - In: European financial management : the journal of the … 4 (1998) 3, pp. 293-319
Persistent link: https://www.econbiz.de/10001251082
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Options, futures and stock market interactions : empirical evidence from the Swiss stock market
Bruand, Martin; Gibson, Rajna - 1996
Persistent link: https://www.econbiz.de/10000954650
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The effects of newly listed derivatives in a thin stock market
Bruand, Martin - In: Review of derivatives research 2 (1998) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10001250186
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Le processus mixte appliqué à l'évolution du prix des actions suisses et son influence sur le prix des options
Bruand, Martin - 1994
Persistent link: https://www.econbiz.de/10000905518
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Pricing and hedging caps on the Swiss index of mortgage rates
Bruand, Martin - In: The journal of fixed income 7 (1998) 4, pp. 94-111
Persistent link: https://www.econbiz.de/10001243515
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The jump-diffusion process in Swiss stock returns and its influence on option valuation
Bruand, Martin - In: Finanzmarkt und Portfolio-Management 10 (1996) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10001221522
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The valuation of options for constant elasticity of variance processes : a review of the theory and empirical evidence for options written on Swiss stocks
Adjaoute, Kpate - In: Finanzmarkt und Portfolio-Management 7 (1993) 4, pp. 495-509
Persistent link: https://www.econbiz.de/10001222030
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Valuing Swiss default-free callable bonds : theory and empirical evidence
Gibson, Rajna - In: Journal of banking & finance 14 (1990) 2, pp. 649-672
Persistent link: https://www.econbiz.de/10001092345