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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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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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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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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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Private Equity and Regulatory Capital
Bongaerts, Dion (contributor); Charlier, Erwin (contributor) - 2008
Persistent link: https://www.econbiz.de/10003752389
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Time-series and cross-section information in affine term structure models
Jong, Frank de - 1997
Persistent link: https://www.econbiz.de/10000972613
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Investment decisions with two-factor uncertainty
Compernolle, Tine; Huisman, Kuno J. M.; Kort, Peter M.; … - 2018
Persistent link: https://www.econbiz.de/10011788180
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087