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Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1997
Persistent link: https://www.econbiz.de/10004379817
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Der VOLAX-Future - ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1998
Persistent link: https://www.econbiz.de/10004379820
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Macroeconomic volatility and stock market volatility : empirical evidence on Swedish data
Liljeblom, Eva; Stenius, Marianne - 1995
Persistent link: https://www.econbiz.de/10004726381
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Handelsregeln bei Preisschwankungen an Börsen
Hense, Andreas - 2008
Persistent link: https://www.econbiz.de/10004929235
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Handelsregeln bei Preisschwankungen an Börsen
Hense, Andreas - 2008 - 1. Auflage
Persistent link: https://www.econbiz.de/10004952060
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The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10004663188
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Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - 2000
Persistent link: https://www.econbiz.de/10004719518
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Uncertain volatility models : theory and application
Buff, Robert - 2002
Persistent link: https://www.econbiz.de/10004707373
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Pricing of derivatives on mean reverting assets
Lutz, Björn - 2010
Persistent link: https://www.econbiz.de/10008637632
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Das Informationsmodell bei Börsentermingeschäften
Kleinschmitt, Martin - 1992
Persistent link: https://www.econbiz.de/10004131971