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Variations of the Cox-Ross-Rubinstein model – conservative pricing strategies

Wrede, Marcus; Schmitz, Norbert - In: Computational Statistics 53 (2001) 3, pp. 505-515

Binomial models of n-period financial markets are of considerable practical and theoretical interest since they allow, due to their completeness, hedging strategies and pricing formulas. Here we derive several maximum properties of these models within the class of models with general exponential...

Persistent link: https://www.econbiz.de/10010759559

Variations of the Cox-Ross-Rubinstein model – conservative pricing strategies

Wrede, Marcus; Schmitz, Norbert - In: Mathematical Methods of Operations Research 53 (2001) 3, pp. 505-515

Binomial models of n-period financial markets are of considerable practical and theoretical interest since they allow, due to their completeness, hedging strategies and pricing formulas. Here we derive several maximum properties of these models within the class of models with general exponential...

Persistent link: https://www.econbiz.de/10010950344

A further note on arrow's impossibility theorem

Schmitz, Norbert - In: Journal of Mathematical Economics 4 (1977) 2, pp. 189-196

Persistent link: https://www.econbiz.de/10005527136

Redundant observations at testing i.i.d. random variables

Konopka, Jörg; Schmitz, Norbert - In: Statistical Papers 43 (2002) 4, pp. 595-602

Persistent link: https://www.econbiz.de/10004970881

Can corporatization contribute to quality assurance and cost control in the German hospital sector?: A pilot project for stem cell transplantation

Walshe, Ronald; Schmitz, Norbert; Diehl, Volker - In: Health Policy 48 (1999) 3, pp. 207-218

Persistent link: https://www.econbiz.de/10005516568

Problem section

Schmitz, Norbert - In: Statistical Papers 44 (2003) 3, pp. 443-446

Persistent link: https://www.econbiz.de/10005167198

Note on option pricing by actuarial considerations

Schmitz, Norbert - In: Insurance: Mathematics and Economics 36 (2005) 3, pp. 517-518

Persistent link: https://www.econbiz.de/10005375393

Redundant observations at testing i.i.d. random variables

Konopka, Jörg; Schmitz, Norbert - In: Statistical Papers 44 (2003) 2, pp. 289-289

Persistent link: https://www.econbiz.de/10005391193

Privatisierung in Transformations-und Entwicklungsländern : -Strategien -Beratung -Erfahrungen

Klenk, Jürgen; Philipp, Christine; Reineke, Rolf-Dieter; … - 1994

Persistent link: https://www.econbiz.de/10013512316

Privatisation in Transforming and Developing Economies : Strategies - Consultancy - Experiences

Klenk, Jürgen; Philipp, Christine; Reineke, Rolf-Dieter; … - 1995

Persistent link: https://www.econbiz.de/10013512639

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