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Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10004684881
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The dynamic behavior of closed end funds and its implication for pricing, forecasting and trading
Kellerhals, Boris Philipp - 2000
Persistent link: https://www.econbiz.de/10004684883
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Risk attitudes of bond investors
Kellerhals, Boris Philipp; Schöbel, Rainer - 2001
Persistent link: https://www.econbiz.de/10004610453
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Deriving the dependence structure of portfolio credit derivatives using evolutionary algorithms
Hager, Svenja; Schöbel, Rainer - 2006
Persistent link: https://www.econbiz.de/10004865747
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Risk preference based option pricing in a fractional brownian market
Rostek, Stefan; Schöbel, Rainer - 2006 - Aktuelle Version: Januar 2006
Persistent link: https://www.econbiz.de/10004886988
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Pricing American options with Mellin transforms
Frontczak, Robert; Schöbel, Rainer - 2008
Persistent link: https://www.econbiz.de/10004946760
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On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
Frontczak, Robert; Schöbel, Rainer - 2009 - Mai 2009, rev. Juni 2009
Persistent link: https://www.econbiz.de/10004946763