//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre of Financial Studies"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Econometrisch Instituut <Rotterdam>"
~isPartOf:"Econometric Institute research papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Contingent-claims approach"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Experiment
1
Interest rate derivative
1
Risikomanagement
1
Risk management
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Working Paper
2
Language
All
English
2
Author
All
Hafner, Christian M.
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Institution
All
Centre of Financial Studies
Chambre de commerce et d'industrie de Paris
Econometrisch Instituut <Rotterdam>
Published in...
All
Econometric Institute research papers
Les cahiers de recherche / HEC Paris
10
Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
4
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
2
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->