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Option pricing theory
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Berridge, S. J.
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Schumacher, Johannes M.
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Renault, Eric
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Center for Economic Research <Tilburg>
National Bureau of Economic Research
558
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
175
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Garch and irregularly spaced data
Meddahi, Nour
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contributor
);
Renault, Eric
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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2
Do macroeconomic announcements cause asymmetric
volatility
Goeij, Peter de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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3
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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4
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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5
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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6
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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7
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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8
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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9
Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
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10
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
(
contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
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