Narrow search
Showing 1 - 10 of 1,044
Cover Image
First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Cover Image
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger; Stremme, Alexander - 1993
Persistent link: https://www.econbiz.de/10000412479
Cover Image
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna; Lhabitant, François-Serge; Talay, Denis - 1998
Persistent link: https://www.econbiz.de/10000168118
Cover Image
Theory of rational option pricing: II
Grundy, Bruce D.; Wiener, Zvi - 1995
Persistent link: https://www.econbiz.de/10000907902
Cover Image
Options, sunspots, and the creation of uncertainty
Bowman, David; Faust, Jon - 1995
Persistent link: https://www.econbiz.de/10000911316
Cover Image
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte; Décamps, Jean-Paul; Koehl, … - 1996
Persistent link: https://www.econbiz.de/10000936713
Cover Image
Stock options as barrier contingent claims
Ericsson, Jan; Reneby, Joel - 1996
Persistent link: https://www.econbiz.de/10000953742
Cover Image
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959376
Cover Image
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan - 1994
Persistent link: https://www.econbiz.de/10000959539
Cover Image
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999