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Modelling callable annuity bonds with interest-only optionality
Holst, Anders (contributor); Nalholm, Morten (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002378727
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Higher-order finite element solutions of option price
Raahauge, Peter (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002199042
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Energy options in an HJM framework
Lyse Hansen, Thomas (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002507098
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Legal pre-emption rights as call-options, redistribution and efficiency loss
Møller, Michael (contributor); Rose, Caspar (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617419
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Representable options
Lenga, Matthias - 2017
Persistent link: https://www.econbiz.de/10012613284
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Artikelsamling i obligationsmarked og porteføljestyring
Rohde, Lars (ed.) - 1989 - 2., rev. udg
Persistent link: https://www.econbiz.de/10000792889
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Short-sale constraints and financial market outcomes
Rottke, Simon - 2016
Persistent link: https://www.econbiz.de/10011473509
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Essays on empirical asset pricing
Koehl, Alexandra Aurelia - 2019
Persistent link: https://www.econbiz.de/10012138121
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Output and expected returns : a mluticountry study
Rangvid, Jesper (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001723605
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Evidence on the limits of arbitrage : short sales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617414