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~isPartOf:"Beiträge zur angewandten Wirtschaftsforschung"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Graue Literatur"
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Analysis
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6
Option pricing theory
5
Optionspreistheorie
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Platen, Eckhard
7
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Hulley, Hardy
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Musti, Silvana
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2
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1
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1
Cheang, Gerald H. L.
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1
Kang, Boda
1
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1
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1
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1
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Beiträge zur angewandten Wirtschaftsforschung
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion papers of interdisciplinary research project 373
17
Working papers / Harvard Business School, Division of Research
12
CESifo working papers
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
SFB 649 discussion paper
8
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
CARF working paper
4
CIRJE discussion papers / F series
4
Discussion paper / Tinbergen Institute
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Tübinger Diskussionsbeitrag
4
CREATES research paper
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Volkswirtschaftliche Diskussionsbeiträge
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
3
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / Graduate School of Economics, Hitotsubashi University
2
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken
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Dresden discussion paper series in economics
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Research report
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Working paper / International Policy Centre for Inclusive Growth
2
Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Arbeitsbericht / Institut für Betriebswirtschaftliche Produktions- und Investitionsforschung. Georg-August-Universität Göttingen
1
Berichte und Materialien / Institut für Bank- und Finanzwirtschaft
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / A
1
Discussion paper / B
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
1
Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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1
Lie symmetry methods for multidimensional linear, parabolic PDES and diffusions
Craddock, Mark
;
Lennox, Kelly A.
-
2010
Persistent link: https://www.econbiz.de/10008662183
Saved in:
2
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
3
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
4
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
5
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
6
On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
Saved in:
7
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
8
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
9
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
10
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
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