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Spanning and derivative-security valuation
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
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Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
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Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - 2000
Persistent link: https://www.econbiz.de/10001473517
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Mean-reverting stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
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Options hedging & arbitrage
Eades, Simon - 1992
Persistent link: https://www.econbiz.de/10000829638
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Option valuation : analyzing and pricing standardized option contracts
Gibson, Rajna - 1991
Persistent link: https://www.econbiz.de/10000833372
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On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000834041
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Portfolio insurance und der Crash 1987 : eine Simulationsstudie
Aschinger, Gerhard - 1992
Persistent link: https://www.econbiz.de/10000837161
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Opciones y valoración de instrumentos financieros
Fernández, Pablo - 1991
Persistent link: https://www.econbiz.de/10000838640
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On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393