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Review of Derivatives Research, Vol. 7, Iss. 3, 2004-12 ,pp. : 185-212

Springer Publishing Company

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Arbitrage with hedging by forward contracts: exploited and exploitable profits

By Ghosh D. K.  

The European Journal of Finance, Vol. 3, Iss. 4, 1997-12 ,pp. : 349-361

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Size, BM, and momentum effects and the robustness of the Fama-French three-factor model: Evidence from New Zealand

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Emerald Group Publishing Ltd

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Consistent pricing and hedging for a modified constant elasticity of variance model

By Heath D.   Platen E.  

Quantitative Finance, Vol. 2, Iss. 6, 2002-06 ,pp. : 459-467

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Pricing and Hedging Discount Bond Options in the Presence of Model Risk

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