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Erasmus Research Institute of Management
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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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Institut für Schweizerisches Bankwesen <Zürich>
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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An improved estimator for Black-Scholes-Merton implied volatility
Hallerbach, Winfried G.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190907
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An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
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3
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
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