Narrow search
Showing 1 - 10 of 17
Cover Image
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10001355935
Cover Image
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392
Cover Image
On efficient binomial option price approximations
Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10000672725
Cover Image
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar - 1996
Persistent link: https://www.econbiz.de/10000954631
Cover Image
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - In: The journal of derivatives : the official publication … 8 (2000) 2, pp. 9-27
Persistent link: https://www.econbiz.de/10001545160
Cover Image
Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar - In: Applied mathematical finance 3 (1996) 4, pp. 319-346
Persistent link: https://www.econbiz.de/10001217783
Cover Image
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
Cover Image
The random-time binominal model
Leisen, Dietmar - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1355-1386
Persistent link: https://www.econbiz.de/10001415372
Cover Image
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001355949
Cover Image
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001392972