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A study of implied risk-neutral density functions in the Norwegian option market
Syrdal, Stig Arild - 2002
Persistent link: https://www.econbiz.de/10001726532
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Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003652604
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Risk, uncertainty, and option exercise
Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004
Persistent link: https://www.econbiz.de/10003738511
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Environmental policy uncertainty and marketable permit systems : the Dutch phoshate quota program
Wossink, Ada; Gardebroek, Cornelis - In: American journal of agricultural economics 88 (2006) 1, pp. 16-27
Persistent link: https://www.econbiz.de/10003309487
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Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
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Market moves and the information content of option prices
McIntyre, Michael L.; Jackson, David - In: International review of economics & finance : IREF 18 (2009) 2, pp. 327-340
Persistent link: https://www.econbiz.de/10003832749
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Investigating the effectiveness of convertible bonds in reducing agency costs : a Monte-Carlo approach
Siddiqi, Mazhar A. - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1360-1370
Persistent link: https://www.econbiz.de/10003903789
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Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker; Schoenmakers, John - 2009
In this paper we consider the optimal stopping problem for general dynamic monetary utility functionals. Sufficient conditions for the Bellman principle and the existence of optimal stopping times are provided. Particular attention is payed to representations which allow for a numerical...
Persistent link: https://www.econbiz.de/10003905569
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Commercial real estate valuation, development and occupany under leasing uncertainty
Buttimer, Richard J.; Ott, Steven Henry - In: Real estate economics : journal of the American Real … 35 (2007) 1, pp. 21-56
Persistent link: https://www.econbiz.de/10003487059
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Calibration and hedging under jump diffusion
He, Changhong; Kennedy, J. S.; Coleman, T. F.; Forsyth, … - In: Review of derivatives research 9 (2006) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10003441126