Uncertain volatility models : theory and application
Year of publication: |
2002
|
---|---|
Authors: | Buff, Robert |
Publisher: |
Berlin [u.a.] : Springer |
Subject: | Derivat <Wertpapier> | Optionspreis | Volatilität | Black-Scholes-Modell | C++ |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
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Uncertain volatility models : theory and application
Buff, Robert, (2002)
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Option valuation : analyzing and pricing standardized option contracts
Gibson, Rajna, (1991)
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Die Optionspreisformel von Black und Scholes : Anwendungsmöglichkeiten und Grenzen
Porak, Anatol, (1988)
- More ...
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Uncertain volatility models : theory and application
Buff, Robert, (2002)
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Worst-case scenarios for American options
Buff, Robert, (2000)
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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco, (1999)
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