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~isPartOf:"Discussion paper / B"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~type:"book"
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Optionspreistheorie
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
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2
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
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1998
Persistent link: https://www.econbiz.de/10000993233
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3
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
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1998
Persistent link: https://www.econbiz.de/10001387512
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4
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
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1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
5
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
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