Works matching IS 13806645 AND DT 2006 AND VI 9 AND IP 1
Results: 3
Price discovery in the U.S. stock and stock options markets: A portfolio approach.
- Published in:
- Review of Derivatives Research, 2006, v. 9, n. 1, p. 37, doi. 10.1007/s11147-006-9004-0
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- Publication type:
- Article
Calibration and hedging under jump diffusion.
- Published in:
- Review of Derivatives Research, 2006, v. 9, n. 1, p. 1, doi. 10.1007/s11147-006-9003-1
- By:
- Publication type:
- Article
Valuing reload options.
- Published in:
- Review of Derivatives Research, 2006, v. 9, n. 1, p. 67, doi. 10.1007/s11147-006-9005-z
- By:
- Publication type:
- Article