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~accessRights:"restricted"
~subject:"Kapitalmarkttheorie"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
~type_genre:"Book section"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Dutta, Debajit
;
Dhar, Subhra Sankar
;
Mitra, Amit
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2019
Persistent link: https://www.econbiz.de/10012244179
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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3
Relative entropy criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z.
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 369-379)
.
2016
Persistent link: https://www.econbiz.de/10011800875
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