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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
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Pricing CMS spreads in the Libor market model
Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, … - 2008
Persistent link: https://www.econbiz.de/10003809706
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Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker; Schoenmakers, John - 2009
Persistent link: https://www.econbiz.de/10003924289
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Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias - 2008
Persistent link: https://www.econbiz.de/10012878322
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Nonlinear pricing : theory & applications
May, Christopher T. - 1999
Persistent link: https://www.econbiz.de/10000671713
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Examining binomial option price approximations
Reimer, Matthias - 1997
Persistent link: https://www.econbiz.de/10000647506
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Barrier options: Merkmale, Bewertung, Risikomanagement und Anwendungsmöglickeiten
Reinmuth, Peter - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002645173
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Irreversibilität und Unternehmensstrategie : das Konzept der Sunk Costs und seine Entscheidungsrelevanz
Groß-Schuler, Alexandra - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001641442
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Real options and investment under uncertainty : classical readings and recent contributions
Schwartz, Eduardo S. (ed.); Trigeorgis, Lenos (contributor) - 2001
Persistent link: https://www.econbiz.de/10001629903