Narrow search
Showing 41 - 50 of 1,890
Cover Image
Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634
Cover Image
Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo; Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001629123
Cover Image
The analysis of implied volatilites
Fengler, Matthias R.; Härdle, Wolfgang; Schmidt, Peter - 2001
Persistent link: https://www.econbiz.de/10001631320
Cover Image
Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen - 2001 - 2. draft
Persistent link: https://www.econbiz.de/10001565740
Cover Image
A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik - 2001
Persistent link: https://www.econbiz.de/10001567691
Cover Image
Estimating probability distributions implicit in option prices
Ball, Michael A. - 2001
Persistent link: https://www.econbiz.de/10001570885
Cover Image
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan; Alles, Lakshman - 2000
Persistent link: https://www.econbiz.de/10001509334
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001448004
Cover Image
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001450616
Cover Image
Konvergenz der binomialen Optionspreismodelle gegen das Modell von Black, Scholes, Merton
Cremers, Heinz - 2000
Persistent link: https://www.econbiz.de/10001541850