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~institution:"Center for Economic Research <Tilburg>"
~subject:"Arbeitsmarkt"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
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contributor
); …
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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3
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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4
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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5
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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6
Model risk and regulatory capital
Kerkhof, Jeroen
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contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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7
Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
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8
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
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contributor
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
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9
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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