Narrow search
Showing 1 - 10 of 630
Cover Image
Options with stochastic lives
Jennergren, Lars Peter; Näslund, Bertil - 1991
Persistent link: https://www.econbiz.de/10000826417
Cover Image
Financial calculus : an introduction to derivative pricing
Baxter, Martin - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10000614304
Cover Image
Financial markets : stochastic analysis and the pricing of derivative securites
Mel'nikov, Aleksandr V.; Melʹnikov, Aleksandr V. - 1999
Persistent link: https://www.econbiz.de/10001354137
Cover Image
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus - 1999
Persistent link: https://www.econbiz.de/10001354860
Cover Image
The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N. - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
Cover Image
Pricing and hedging of derivative securities
Nielsen, Lars Tyge - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10001396069
Cover Image
Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
Cover Image
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Cover Image
Long-term structural price relationships in futures markets
Chaudhry, Mukesh - In: The journal of derivatives : the official publication … 5 (1998) 3, pp. 45-59
Persistent link: https://www.econbiz.de/10001242385
Cover Image
Comment on "The irreducible role of derived marginal utility in dynamic stochastic programming"
Chow, Gregory C. - In: Pacific economic review 1 (1996) 3, pp. 251-252
Persistent link: https://www.econbiz.de/10001242703