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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Johannes Gutenberg-Universität Mainz"
~language:"eng"
~language:"hun"
~subject:"Dynamische Optimierung"
~subject:"Share price"
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Dynamische Optimierung
Share price
Theorie
78
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Option pricing theory
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17
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12
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Bechmann, Ken L.
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Borkovec, Milan
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Engsted, Tom
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Korn, Ralf
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Centre for Analytical Finance <Århus>
Johannes Gutenberg-Universität Mainz
National Bureau of Economic Research
225
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Berichte zur Stochastik und verwandten Gebieten
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Extremal behaviour of diffusion models in finance
Borkovec, Milan
;
Klüppelberg, Claudia
-
1996
Persistent link: https://www.econbiz.de/10000960264
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2
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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3
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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4
Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
;
Kreer, Markus
;
Lenssen, Mark
-
1995
Persistent link: https://www.econbiz.de/10000929353
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5
Contributions to column-generation approaches in combinatorial optimization
Tilk, Christian
-
2016
Persistent link: https://www.econbiz.de/10011614104
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