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Constructing binominal trees from multiple implied probability distributions
Brown, Gregory; Toft, Klaus Bjerre - In: The journal of derivatives : the official publication … 7 (2000) 2, pp. 83-100
Persistent link: https://www.econbiz.de/10001497772
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Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria - 2000 - 1. Aufl
Persistent link: https://www.econbiz.de/10001506472
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Essays on financial models
Amilon, Henrik - 2000
Persistent link: https://www.econbiz.de/10001534304
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Bewertung und Hedging von Terminkontrakten auf Mineralöl
Korn, Olaf - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001446924
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.; Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001448019
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Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie; Papanicolaou, George - In: Applied mathematical finance 6 (1999) 2, pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
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A note on mean-variance hedging of non-attainable claims
Kohlmann, Michael; Peisl, Bernhard - 2000
Persistent link: https://www.econbiz.de/10001450614
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Futures hedging and stochastic volatility
Lien, Da-hsiang Donald - In: Advances in futures and options research : a research annual 10 (1999), pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
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The entropy theory of stock option pricing
Gulko, Les - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
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Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René; Gençay, Ramazan - In: Journal of econometrics 94 (2000) 1/2, pp. 93-115
Persistent link: https://www.econbiz.de/10001437747