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Asset pricing in the early twentieth century
Moore, Lyndon C. - 2006
Persistent link: https://www.econbiz.de/10003908181
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Spot market and derivative segment of equity in India
Sharma, Dheeraj P.; Ahalawat, Shweta; Patro, Archana; … - In: Applied economics 54 (2022) 3, pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
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Levy processes and option pricing by recursive quadrature
Fusai, Gianluca; Longo, Giovanni; Marena, Marina; … - In: Economic dynamics : theory, games and empirical studies, (pp. 31-57). 2009
Persistent link: https://www.econbiz.de/10003867857
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Levy processes and option pricing by recursive quadrature
Fusai, Gianluca; Longo, Giovanni; Marena, Marina; … - 2012
Persistent link: https://www.econbiz.de/10009579937
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Methods to determine capital requirements for options
Vlaar, Peter J. G. - In: Quarterly review / Banca Nazionale del Lavoro, Roma 49 (1996) 198, pp. 351-373
Persistent link: https://www.econbiz.de/10001209977
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Kapitalmarktmodelle mit nicht konstanter Volatilität und ihre Anwendung unter Solvency II
Reichart, Stefanie - 2011
Persistent link: https://www.econbiz.de/10014007962
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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364
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Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives
Hornik, Kurt (contributor) - 1993
Persistent link: https://www.econbiz.de/10000864048
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Das systematische Risiko von Obligationen : e. Unters. für d. Schweiz
Stalder, Marco - 1988
Persistent link: https://www.econbiz.de/10000749867