Narrow search
Showing 1 - 10 of 36
Cover Image
On Asian options of American type
Peskir, Goran (contributor); Uys, N. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Cover Image
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I. (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Cover Image
Higher-order finite element solutions of options prices
Raahauge, Peter (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Cover Image
Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Cover Image
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Cover Image
A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Cover Image
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Cover Image
Power variation and time change
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Cover Image
Life insurance liabilities at market value
Grosen, Anders (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788