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Real options in theory and practice
Guthrie, Graeme A. - 2009
Persistent link: https://www.econbiz.de/10004942457
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Real options valuation : the importance of interest rate modelling in theory and practice
Schulmerich, Marcus - 2005
Persistent link: https://www.econbiz.de/10004886048
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Real options valuation : the importance of interest rate modelling in theory and practice
Schulmerich, Marcus - 2010 - 2. ed.
Persistent link: https://www.econbiz.de/10009528189
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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10004299305
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004305654
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Volatility and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo - 1999
Persistent link: https://www.econbiz.de/10004599959
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Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael - 2004
Persistent link: https://www.econbiz.de/10004832143
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Markov chains : theory and applications
Isaacson, Dean L.; Madsen, Richard W. - 1976
Persistent link: https://www.econbiz.de/10004561106
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Bewertete Markov-Ketten als Planungs- und Analyseinstrument in der Personenversicherungsmathematik
Flockenhaus, Wilhelm - 1994
Persistent link: https://www.econbiz.de/10004565843