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Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
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2011
Persistent link: https://www.econbiz.de/10009688311
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Work effort, consumption, and portfolio selection : when the occupational choice matters
Desmettre, Sascha
;
Szimayer, Alexander
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2010
Persistent link: https://www.econbiz.de/10009688317
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3
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
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2009
Persistent link: https://www.econbiz.de/10009688320
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4
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
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2009
Persistent link: https://www.econbiz.de/10009688323
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5
Own-company stockholding and work effort preferences of an unconstrained executive
Desmettre, Sascha
;
Gould, John
;
Szimayer, Alexander
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2008
Persistent link: https://www.econbiz.de/10009723054
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