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Volume 1 / 1994 - Volume 19 / 2012
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Performance Regularity: A New Class of Executive Compensation Packages
Carole Bernard and Olivier Le Courtois
Online First™, 8 February 2012
Factor Models for Option Pricing
Peter Carr and Dilip B. Madan
Online First™, 25 November 2011
Approximation of Asymmetric Multivariate Return Distributions
Ba Chu
Online First™, 22 November 2011
Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis
Takeaki Kariya, Jingsui Wang, Zhu Wang, Eiichi Doi and Yoshiro Yamamura
Online First™, 10 November 2011
Crossing the River by Touching Stones?: The Reform of Corporate Ownership in China
Wenwen Zhan and John D. Turner
Online First™, 18 October 2011
Pricing Discrete Barrier Options Under Stochastic Volatility
Kenichiro Shiraya, Akihiko Takahashi and Toshihiro Yamada
Online First™, 4 October 2011
Default Risk and Equity Returns: Evidence from the Taiwan Equities Market
Yu-Ling Lin, Ta-Cheng Chang and Su-Jing Yeh
Online First™, 30 August 2011
Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives
Yuji Yamada
Online First™, 18 August 2011
A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure
Hisashi Nakamura
Online First™, 19 July 2011
Identifying Bull and Bear Markets in Japan
Mai Shibata
Online First™, 7 June 2011
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