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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
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Applying design patterns for web-based derivatives pricing
Papakostas, V. (contributor) - In: Computational finance and its applications II : [Second …, (pp. 193-202). 2006
Persistent link: https://www.econbiz.de/10003410147
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Beiträge zur Unterstützung von IT-Sourcing-Entscheidungen
Gull, Daniel - 2010
Persistent link: https://www.econbiz.de/10008749986
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Modelling, pricing, and hedging counterparty credit exposure : a technical guide
Cesari, Giovanni; Aquilina, John; Charpillon, Niels; … - 2010 - Softcover reprint of the hardcover 1st edition 2010
Persistent link: https://www.econbiz.de/10009512019
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A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
Escudero, Laureano F.; Garín, María Araceli; Merino, … - 2010
Persistent link: https://www.econbiz.de/10008934231
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Financial instrument pricing using C++
Duffy, Daniel J. - 2005 - Repr. with corr
Persistent link: https://www.econbiz.de/10002710408
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Using Microsoft Excel and decision trees to demonstrate the binominal option pricing model
Lee, John C. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 303-329
Persistent link: https://www.econbiz.de/10001640906
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Bankrisiko, Fristentransformation und flexibles Futures-Hedging
Kürsten, Wolfgang - In: Operations research proceedings 1997 : selected papers …, (pp. 359-364). 1998
Persistent link: https://www.econbiz.de/10001256542
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Der Einsatz der Optionspreistheorie zur Bewertung von Softwareentwicklungsprojekten
Stickel, Eberhard - 1997
Persistent link: https://www.econbiz.de/10000983543
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Realoptionen zur Bewertung von IV-Investitionen
Stickel, Eberhard - In: Selected papers of the Symposium on Operations Research …, (pp. 359-364). 1998
Persistent link: https://www.econbiz.de/10001323312