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Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng - 1987
Persistent link: https://www.econbiz.de/10000167721
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Modelling techniques for financial markets and bank management
Bertocchi, Marida (ed.); Cavalli, Enrico (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000562871
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Computational methods in financial engineering : essays in honour of Manfred Gilli
Kontoghiorghes, Erricos John (ed.); Gilli, Manfred (honouree) - 2008
Persistent link: https://www.econbiz.de/10003635732
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Inferring changing macroeconomic expectations from current financial indicators
Ratcliff, Ryan David - 2005
Persistent link: https://www.econbiz.de/10003909239
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Meteorological forecasts and the pricing of weather derivatives
Ritter, Matthias; Mußhoff, Oliver; Odening, Martin - 2010
forecasts is not considered. Thus, important knowledge used by market participants is ignored in theory. By extending a standard …
Persistent link: https://www.econbiz.de/10008663382
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Regression-based modeling of market option prices : with application to S&P500 options
Pandher, Gurupdesh S. - In: Journal of forecasting 26 (2007) 7, pp. 475-495
Persistent link: https://www.econbiz.de/10003593891
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Essays in financial economics
Lu, Yinqiu - 2005
Persistent link: https://www.econbiz.de/10003553447
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Essays on the pricing, hedging and informational content of options
Horn, David - 2011
Persistent link: https://www.econbiz.de/10009378786
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Forward and future implied volatility
Glasserman, Paul; Wu, Qi - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 407-432
Persistent link: https://www.econbiz.de/10009154904
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Forecast based pricing of weather derivatives
Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...
Persistent link: https://www.econbiz.de/10009511156