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~institution:"Asia Pacific Futures Research Symposium <13, 2003, Schanghai>"
~institution:"Institut for Finansiering <Frederiksberg>"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
Institut for Finansiering <Frederiksberg>
Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Svenska Handelshögskolan <Helsinki>
10
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Higher-order finite element solutions of option price
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002199042
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2
Energy options in an HJM framework
Lyse Hansen, Thomas
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002507098
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3
Legal pre-emption rights as call-options, redistribution and efficiency loss
Møller, Michael
(
contributor
);
Rose, Caspar
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617419
Saved in:
4
Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China,...
Webb, Robert I.
(
contributor
)
-
Asia Pacific Futures Research Symposium <13, 2003, …
-
2003
Persistent link: https://www.econbiz.de/10001825698
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