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~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Optionspreistheorie
Multivariate Analyse
1,397
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545
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222
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3
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4
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1
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1
Nonparametric, conditional pricing of higher order multivariate contingent claims
Giannopoulos, Kostas
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1907-1915
Persistent link: https://www.econbiz.de/10003774993
Saved in:
2
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
3
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
4
A Bayesian multivariate risk-neutral method for pricing reverse mortgages
Kogure, Atsuyuki
;
Li, Jackie
;
Kamiya, Shinichi
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 242-257
Persistent link: https://www.econbiz.de/10011339009
Saved in:
5
The αVG model for multivariate asset pricing : calibration and extension
Guillaume, Florence
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10009729942
Saved in:
6
A multivariate pure-jump model with multi-factorial dependence structure
Marfè, Roberto
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
Saved in:
7
Lévy processes induced by dirichlet (b-)splines : modeling multivariate asset price dynamics
Kaishev, Vladimir K.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 217-247
Persistent link: https://www.econbiz.de/10009721751
Saved in:
8
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
9
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
10
Default probability estimation via pair copula constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
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