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Prognose- und Hedgingqualität von Optionsmodellen : eine Bestandsaufnahme zu empirischen Studien an DTB und Eurex
Wilkens, Sascha - In: Finanz-Betrieb : FB ; Zeitschrift für … 6 (2004) 4, pp. 314-323
Persistent link: https://www.econbiz.de/10002044648
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The pricing of leverage products : an empirical investigation of the German market for "long" and "short" stock index certificates
Wilkens, Sascha; Stoimenov, Pavel A. - In: Journal of banking & finance 31 (2007) 3, pp. 735-750
Persistent link: https://www.econbiz.de/10003429769
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The informational content of option-implied distributions : evidence from the Eurex index and interest rate futures options market
Wilkens, Sascha; Röder, Klaus - In: Global finance journal 17 (2006) 1, pp. 50-74
Persistent link: https://www.econbiz.de/10003381772
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Contingent convertible (CoCo) bonds : a first empirical assessment of selected pricing models
Wilkens, Sascha; Bethke, Nastja - In: Financial analysts' journal : FAJ 70 (2014) 2, pp. 59-77
Persistent link: https://www.econbiz.de/10010407416
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Are structured products 'fairly' priced? : Analysis of the German market for equity-linked instruments
Stoimenov, Pavel A.; Wilkens, Sascha - In: Journal of banking & finance 29 (2005) 12, pp. 2971-2993
Persistent link: https://www.econbiz.de/10003203812
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Die Black-Scholes-Optionspreisformel : eine Herleitung mit Hilfe des Prinzips der risikoneutralen Bewertung
Hahnenstein, Lutz; Wilkens, Sascha; Röder, Klaus - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 30 (2001) 7, pp. 355-361
Persistent link: https://www.econbiz.de/10001595675
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Bewertung exotischer Optionen mit Hilfe von Monte-Carlo-Simulation
Wilkens, Sascha; Röder, Klaus - In: Finanz-Betrieb : FB ; Zeitschrift für … 3 (2001) 2, pp. 118-124
Persistent link: https://www.econbiz.de/10001578942
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The Valuation of Multivariate Equity Options by Means of Copulas : Theory and Application to the European Derivatives Market
Slavchev, Ivan; Wilkens, Sascha - 2011
This paper studies the valuation of multivariate equity options by determining the joint risk-neutral distribution of the underlying stock prices by means of copulas. In contrast to previous work which concentrates on two underlyings this study considers the general multivariate case. In...
Persistent link: https://www.econbiz.de/10014047700