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Higher-order finite element solutions of option price
Raahauge, Peter (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002199042
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Modelling callable annuity bonds with interest-only optionality
Holst, Anders (contributor); Nalholm, Morten (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002378727
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Energy options in an HJM framework
Lyse Hansen, Thomas (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002507098
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Legal pre-emption rights as call-options, redistribution and efficiency loss
Møller, Michael (contributor); Rose, Caspar (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617419
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Stochastic volatility and seasonality in commodity futures and options : the case of soybeans
Richter, Martin (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001673520