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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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Model risk and regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv (contributor); Sbuelz, Alessandro (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
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Investment under uncertainty and policy change
Pawlina, Grzegorz (contributor); Kort, Peter M. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.; Sluis, Pieter J. van der - 2000
Persistent link: https://www.econbiz.de/10001473253
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On the pricing of options in incomplete markets
Melenberg, Bertrand; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000932780
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Private Equity and Regulatory Capital
Bongaerts, Dion (contributor); Charlier, Erwin (contributor) - 2008
Persistent link: https://www.econbiz.de/10003752389
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A preference-free formula to value commodity derivatives
Rogríguez, Juan Carlos (contributor) - 2007
Persistent link: https://www.econbiz.de/10003686512
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The impact of overnight periods on option pricing
Boes, Mark-Jan (contributor); Drost, Feike C. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002621609
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009