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Commodity option pricing efficiency before black scholes merton
Chambers, David - 2019
Persistent link: https://www.econbiz.de/10012194325
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662353
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663093
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Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino; Novikov, Alexander - 2007
Persistent link: https://www.econbiz.de/10003452454
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - 2010
Persistent link: https://www.econbiz.de/10008662192
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The British Russian option
Glover, Kristoffer; Peskir, Goran; Samee, Farman - 2010
Persistent link: https://www.econbiz.de/10008662195
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The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2010
Persistent link: https://www.econbiz.de/10008662205
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A hybrid commodity and interest rate
Pilz, K. F.; Schlögl, Erik - 2009
Persistent link: https://www.econbiz.de/10008662358
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On fair pricing of emission-related derivatives
Hinz, Juri; Novikov, Alexander - 2009
Persistent link: https://www.econbiz.de/10008662362
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl; Fanelli, Viviana; Musti, Silvana - 2009
Persistent link: https://www.econbiz.de/10008662364