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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1994
Persistent link: https://www.econbiz.de/10000883101
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Derivative Swiss franc interest rate instruments : pricing, market structure, market potential
Erni, Marcel - 1992
Persistent link: https://www.econbiz.de/10000871069
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Market efficiency and index option pricing : an empirical study based on the Swiss financial market
Chesney, Marc (contributor) - 1992
Persistent link: https://www.econbiz.de/10000137888
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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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Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612625
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Property derivatives and index-linked mortgages
Syz, Juerg; Vanini, Paolo; Salvi, Marco - In: The journal of real estate finance and economics 36 (2008) 1, pp. 23-35
Persistent link: https://www.econbiz.de/10003622043
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Gold warrants straddle the markets
Shegog, Andrew - In: Euromoney (1987), pp. 107-109
Persistent link: https://www.econbiz.de/10003679618
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Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne - In: Global finance journal 18 (2008) 3, pp. 290-302
Persistent link: https://www.econbiz.de/10003711871
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Determinants of property derivatives market architecture and evolution
Püntener, Sonja Yvonne - 2011
Persistent link: https://www.econbiz.de/10008937036
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Time-varying unitary market price of risk and intertemporal asset allocation
Clerc, Nicolas - 2000
Persistent link: https://www.econbiz.de/10001479339