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~institution:"International Center for Financial Asset Management and Engineering"
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Option pricing theory
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
96
Centre for Analytical Finance <Århus>
33
International Monetary Fund (IMF)
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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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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
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contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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2
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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3
Irreversible investment with regime shifts
Guo, Xin
(
contributor
);
Miao, Jianjun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865012
Saved in:
4
Start-ups defined as portfolios of embedded options
Botteron, Pascal
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791456
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