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New evidence on the implied-realized volatility relation
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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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
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American-style indexed executive stock options
Løchte Jørgensen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
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Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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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
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Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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Cross-currency LIBOR market models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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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
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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
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Exotic options : proofs without formulas
Poulsen, R. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259