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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10000900095
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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126342
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On the effect of stochastic interest rates on the pricing of European call options
Rindell, Krister - 1991
Persistent link: https://www.econbiz.de/10000129999
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A test of an interest rate contingent claims market
Rindell, Krister - 1991
Persistent link: https://www.econbiz.de/10000130001
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Generalized method of moments tests of the Black and Scholes model
Miller, David - In: Applied financial economics 4 (1994) 3, pp. 225-231
Persistent link: https://www.econbiz.de/10001164932