Covered Call Writing from an Expected Utility Perspective.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 63, doi. 10.3905/jod.2001.319158
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2001 AND VI 8 AND IP 3
Results: 6
1
2
Approximation of Non-Linear Term Structure Models.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 44, doi. 10.3905/jod.2001.319156
- By:
- Publication type:
- Article
3
Risk, Regimes, and Overconfidence.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 32, doi. 10.3905/jod.2001.319155
- By:
- Publication type:
- Article
4
Estimating VaR with Order Statistics.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 23, doi. 10.3905/jod.2001.319154
- By:
- Publication type:
- Article
5
Valuing Credit Default Swaps II: Modeling Default Correlations.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 12, doi. 10.3905/jod.2001.319153
- By:
- Publication type:
- Article
6
A Frequency Distribution Approach to Valuing Maximum Options.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 52, doi. 10.3905/jod.2001.319157
- By:
- Publication type:
- Article