EconStor >

Search Results

 
for  

Results 31-40 of 279.


Item hits:

DateTitle Authors
2011 The value of tradeabilityChesney, Marc / Kempf, Alexander
2013 CoMarginCruz Lopez, Jorge A. / Harris, Jeffrey H. / Hurlin, Christophe / Pérignon, Christophe
2000 Noise Traders? Trigger Rates, FX Options, and SmilesPierdzioch, Christian
2000 The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based AnalysisPierdzioch, Christian
2009 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2006 Calibration design of implied volatility surfacesDetlefsen, Kai / Härdle, Wolfgang Karl
2009 Polar sets of anisotropic Gaussian random fieldsSöhl, Jakob
2010 Volatility investing with variance swapsHärdle, Wolfgang Karl / Silyakova, Elena
2010 Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna / Reiß, Markus
2006 Spectral calibration of exponential LévyBelomestny, Denis / Reiß, Markus

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 Next