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The second partial derivative of option price with respect to the strike : a historical reminiscence
Zimmermann, Heinz - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 81-87
Persistent link: https://www.econbiz.de/10011941351
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Auswirkungen schweizerischer Stillhalteroptionen auf den Aktienmarkt
Tanner, Markus - In: Finanzmarkt und Portfolio-Management 7 (1993) 1, pp. 46-69
Persistent link: https://www.econbiz.de/10001219066
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The pricing of liquidity risk in buyout funds : a public market perspective
Huss, Matthias; Zimmermann, Heinz - In: Schmalenbach business review : sbr 70 (2018) 3, pp. 285-312
Persistent link: https://www.econbiz.de/10011888456
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Conditional asset pricing in emerging stock markets
Drobetz, Wolfgang; Stürmer, Susanne; Zimmermann, Heinz - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 507-526
Persistent link: https://www.econbiz.de/10001721030
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Scarcity, risk premiums, and the pricing of commodity futures : the case of crude oil contracts
Haase, Marco; Zimmermann, Heinz - In: The journal of alternative investments 16 (2013/14) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10009782755
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Amazing discovery: Vincenz Bonzin's option pricing models
Zimmermann, Heinz; Hafner, Wolfgang - In: Journal of banking & finance 31 (2007) 2, pp. 531-546
Persistent link: https://www.econbiz.de/10003421310
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The pricing of volatility risk in the US equity market
Hitz, Lukas; Mustafi, Ismail H.; Zimmermann, Heinz - In: International review of financial analysis 79 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013349983