Narrow search
Showing 1 - 10 of 14,300
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
Mathematics of financial markets
Elliott, Robert J.; Kopp, Peter E. - 1999
Persistent link: https://www.econbiz.de/10000663279
Cover Image
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
Cover Image
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
Cover Image
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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
Cover Image
Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias; Mickens, Ronald E. - 2008
Persistent link: https://www.econbiz.de/10003716552
Cover Image
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003632930