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~language:"eng"
~language:"pol"
~language:"spa"
~subject:"Risk management"
~subject:"Theorie"
~type_genre:"Rezension"
~type_genre:"Thesis"
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Lecture notes in economics and mathematical systems : LNEMS
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Source
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ECONIS (ZBW)
629
BASE
3
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631
Volatility markets : consistent modeling, hedging and practical implementation
Bühler, Hans
-
2006
strike is zero). The annualized realized variance of a stock price process S for the period [0;T] with
business
days 0 = t0 …
Persistent link: https://www.econbiz.de/10003372033
Saved in:
632
Arbitrage-free market models for liquid options
Wissel, Johannes Stefan
-
2008
Persistent link: https://www.econbiz.de/10003726013
Saved in:
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