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~institution:"Centre of Financial Studies"
~subject:"Arbeitsmarkt"
~subject:"Optionspreistheorie"
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Arbeitsmarkt
Optionspreistheorie
Option pricing theory
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O'Connor, Ian
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Palmer, Ken
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Centre of Financial Studies
National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Verlag Dr. Kovač
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Zentrum für Europäische Wirtschaftsforschung
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Bonn Graduate School of Economics
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Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
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ECONIS (ZBW)
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Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
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contributor
)
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
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Generated volatility cones
O'Connor, Ian
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
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Volatility cones in SPI futures
O'Connor, Ian
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contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
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Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
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