Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 4, p. 291, doi. 10.1007/s10690-017-9234-1
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Works matching IS 13872834 AND DT 2017 AND VI 24 AND IP 4
Results: 4
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Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 4, p. 269, doi. 10.1007/s10690-017-9233-2
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- Article
3
Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 4, p. 309, doi. 10.1007/s10690-017-9235-0
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- Article
4
Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets.
- Published in:
- Asia-Pacific Financial Markets, 2017, v. 24, n. 4, p. 253, doi. 10.1007/s10690-017-9232-3
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- Article