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1
Testing expected shortfall models for
derivative
positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
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2
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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3
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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4
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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Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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6
Kriging for interpolation in random simulation
Beers, Wim C. M. van
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617287
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Garch and irregularly spaced data
Meddahi, Nour
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contributor
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Renault, Eric
(
contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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8
The impact of institutional differences on derivatives usage : a comparative study of us and Dutch firms
Bodnar, Gordon M.
(
contributor
);
Jong, Abe de
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611149
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9
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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10
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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