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~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Financial market"
~subject:"Option pricing theory"
~type:"book"
~type_genre:"Forschungsbericht"
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Börsenkurs
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Option pricing theory
Volatilität
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2,493
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347
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ECONIS (ZBW)
19
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1
Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
-
2004
Persistent link: https://www.econbiz.de/10002121816
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2
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
3
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
4
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
5
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675715
Saved in:
6
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
7
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
8
Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf
-
2000
Persistent link: https://www.econbiz.de/10001575009
Saved in:
9
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
10
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias
-
2002
Persistent link: https://www.econbiz.de/10001607573
Saved in:
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