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~isPartOf:"The Frank J. Fabozzi series"
~person:"Fabozzi, Frank J."
~person:"Lynn, David J."
~subject:"Optionspreistheorie"
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Optionspreistheorie
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The Frank J. Fabozzi series
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The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
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2004
Persistent link: https://www.econbiz.de/10001788054
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2
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2005
Persistent link: https://www.econbiz.de/10002817530
Saved in:
3
Financial models with Lévy processes and volatility clustering
Račev, Svetlozar T.
;
Kim, Young Shin
;
Bianchi, Michele …
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2011
Persistent link: https://www.econbiz.de/10008658750
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