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Discussion of "Bounded rationality, rights offerings, and optimal subscription prices"
Schlag, Christian - In: Schmalenbach business review : sbr 60 (2008) 3, pp. 249-250
Persistent link: https://www.econbiz.de/10003730791
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Expiration day effects of stock index derivatives in Germany
Schlag, Christian - In: European financial management : the journal of the … 2 (1996) 1, pp. 69-95
Persistent link: https://www.econbiz.de/10001196746
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Attainability of European path-independent claims in incomplete markets
Branger, Nicole; Esser, Angelika; Schlag, Christian - In: Finance research letters 1 (2004) 3, pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
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Optimal derivative strategies with discrete rebalancing
Branger, Nicole; Breuer, Beate; Schlag, Christian - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
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Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
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Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole; Breuer, Beate; Schlag, Christian - In: The European journal of finance 16 (2010) 1/2, pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
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Option betas : risk measures for options
Branger, Nicole; Schlag, Christian - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1137-1157
Persistent link: https://www.econbiz.de/10003632060
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Measuring financial integration via idiosyncratic risk : what effects are we really picking up?
Parsley, David C.; Schlag, Christian - In: Journal of money, credit and banking : JMCB 39 (2007) 5, pp. 1267-1273
Persistent link: https://www.econbiz.de/10003552771
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Pricing two heterogeneous trees
Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1437-1462
Persistent link: https://www.econbiz.de/10009424111
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Optimal portfolios when volatility can jump
Branger, Nicole; Schlag, Christian; Schneider, Eva - In: Journal of banking & finance 32 (2008) 6, pp. 1087-1097
Persistent link: https://www.econbiz.de/10003733829