haku: @journal_id 62 / yhteensä: 680
viitteet: 213-222 / 680
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 otsikkovuositekijä
213.
The relative valuation of American currency spot and futures options: theory and empirical tests.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 351-368
 1988 Ogden, J. P.
Tucker, A. L.
214.
The use of the control variate technique in option pricing.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 237-251
 1988 Hull, J.
White, A.
215.
Excess stock price volatility as a misspecified euler equation.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 253-267
 1988 Joerding, W.
216.
The dependence between hourly prices and trading volume.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 269-283
 1988 Jain, P. C.
Joh, G. H.
217.
Some new filter rule tests : methods and results.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 285-300
 1988 Sweeney, R. J.
218.
The valuation impacts of specially designated dividends.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 301-312
 1988 Jayaraman, N.
Shastri, K.
219.
Tax-adjusted duration for amortizing debt instruments.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 313-327
 1988 Stock, D.
Simonson, D. G.
220.
Uniqueness of equilibrium in the classical capital asset pricing model.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 329-336
 1988 Nielsen, L. T.
221.
The delivery option on forward contracts : a note.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 337-341
 1988 Kane, A.
Marucs, A. J.
222.
The delivery option on forward contracts : a comment.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 343-349
 1988 Barnhill, T. M.
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