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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
38
Theory
38
Option pricing theory
12
Portfolio selection
10
Portfolio-Management
10
Black-Scholes model
6
Markov chain
6
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optimal investment
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12
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Rogers, Leonard C. G.
12
Hobson, David G.
2
Aquilina, J.
1
Brown, Haydyn
1
Joubert, Adriaan
1
Stapleton, E. J.
1
Talay, Denis
1
Yousaf, F. A.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Numerical methods in finance
1
Publications of the Newton Institute
1
The journal of computational finance
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ECONIS (ZBW)
12
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Sense, nonsense and the S&P500
Rogers, Leonard C. G.
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 447-461
Persistent link: https://www.econbiz.de/10011997958
Saved in:
2
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
Saved in:
3
Fast, accurate and inelegant valuation of American options
Joubert, Adriaan
;
Rogers, Leonard C. G.
- In:
Numerical methods in finance
,
(pp. 88-92)
.
2008
Persistent link: https://www.econbiz.de/10003723918
Saved in:
4
Modeling liquidity effects in discrete time
Çetin, Umut
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
Saved in:
5
The squared Ornstein-Uhlenbeck market
Aquilina, J.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
Saved in:
6
Monte Carlo valuation of American options
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001686397
Saved in:
7
Markov chains and the potential approach to modelling interest rates and exchange rates
Rogers, Leonard C. G.
;
Yousaf, F. A.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 375-406)
.
2002
Persistent link: https://www.econbiz.de/10001679461
Saved in:
8
Robust hedging of barrier options
Brown, Haydyn
;
Hobson, David G.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
Saved in:
9
Complete models with stochastic volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
Saved in:
10
Fast accurate binomial pricing
Rogers, Leonard C. G.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10001230164
Saved in:
1
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