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Downside risk, options, and investment time horizon
Zimmermann, Heinz - 1993
Persistent link: https://www.econbiz.de/10000907145
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The second partial derivative of option price with respect to the strike : a historical reminiscence
Zimmermann, Heinz - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 81-87
Persistent link: https://www.econbiz.de/10011941351
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State-Preference-Theorie und Asset Pricing : eine Einführung; mit 3 Tab.
Zimmermann, Heinz - 1998
Persistent link: https://www.econbiz.de/10000990337
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Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias; Rudolf, Markus - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 35 (2006) 6, pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
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The pricing of electricity forwards
Muck, Matthias; Rudolf, Markus - In: The handbook of commodity investing, (pp. 596-612). 2008
Persistent link: https://www.econbiz.de/10003795216
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Derivatebewertung mit dem LIBOR-Marktmodell
Muck, Matthias; Rudolf, Markus - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 453-472). 2006
Persistent link: https://www.econbiz.de/10003236939
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Seasonality and the valuation of commodity options
Back, Janis; Prokopczuk, Marcel; Rudolf, Markus - 2010
Persistent link: https://www.econbiz.de/10009375861
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Seasonality and the valuation of commodity options
Back, Janis; Prokopczuk, Marcel; Rudolf, Markus - In: Journal of banking & finance 37 (2013) 2, pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
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KMV credit risk modeling
Rehm, Florian; Rudolf, Markus - In: Risk management : challenge and opportunity : with 37 …, (pp. 141-154). 2000
Persistent link: https://www.econbiz.de/10001495974
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Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos; Back, Janis; … - In: Journal of banking & finance 66 (2016), pp. 53-65
Persistent link: https://www.econbiz.de/10011634553