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Option pricing theory
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Centre of Financial Studies
International Monetary Fund (IMF)
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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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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2
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
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contributor
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
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4
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
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contributor
)
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
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5
Forecasting moving average cross-overs : an application of artificial neural networks
Scott, Callum
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596880
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