Narrow search
Showing 1 - 10 of 27
Cover Image
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2001
Persistent link: https://www.econbiz.de/10001599509
Cover Image
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M.; … - 2001
Persistent link: https://www.econbiz.de/10001723367
Cover Image
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2009
Persistent link: https://www.econbiz.de/10003850942
Cover Image
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10008907500
Cover Image
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.; Stent, Lars - 2010
Persistent link: https://www.econbiz.de/10008648918
Cover Image
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10008651682
Cover Image
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10003963064
Cover Image
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - 2012
Persistent link: https://www.econbiz.de/10009504643
Cover Image
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.; Stentoft, Lars - In: Journal of banking & finance 35 (2011) 9, pp. 2267-2281
Persistent link: https://www.econbiz.de/10009247226
Cover Image
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - 2012
Persistent link: https://www.econbiz.de/10009485768