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International Center for Financial Asset Management and Engineering
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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A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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Irreversible investment with regime shifts
Guo, Xin
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contributor
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Miao, Jianjun
(
contributor
); …
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865012
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3
Start-ups defined as portfolios of embedded options
Botteron, Pascal
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791456
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