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~institution:"Centre of Financial Studies"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Optionspreistheorie
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O'Connor, Ian
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Centre of Financial Studies
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Shaker Verlag
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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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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Generated
volatility
cones
O'Connor, Ian
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contributor
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
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Volatility
cones in SPI futures
O'Connor, Ian
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
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3
Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
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4
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
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