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Lindquist, W. Brent; Račev, Svetlozar T.; Gnawali, Jagdish - In: Risks : open access journal 12 (2024) 9, pp. 1-24

condition for the unified model to support a perpetual derivative. Discrete binomial pricing under the unified model is also …

Persistent link: https://www.econbiz.de/10015065971

Klößner, Stefan - 2005

Modifikation der Theorie der Stochastischen Integration zeigt der Autor, dass der Zustands-Präferenz-Ansatz in einer Version ohne …

Persistent link: https://www.econbiz.de/10013517354

Klößner, Stefan - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002749826

Giegold, Uwe Alexander - 2004

Persistent link: https://www.econbiz.de/10012874882

Hafner, Reinhold - 2004

volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both …

Persistent link: https://www.econbiz.de/10002063039

Anagnostopoulou, Seraina C.; Ferentinou, Aikaterini C.; … - In: Journal of financial services research : JFSR 53 (2018) 1, pp. 99-139

Persistent link: https://www.econbiz.de/10012023932

Sah, Nadim - 2014

Persistent link: https://www.econbiz.de/10010532759

Bondarenko, Oleg - In: Journal of econometrics 180 (2014) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10010379480

Cai, Ning; Sun, Lihua - In: Journal of economic dynamics & control 40 (2014), pp. 213-241

Persistent link: https://www.econbiz.de/10010424378

Ketelbuters, John-John; Hainaut, Donatien - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1139-1150

Persistent link: https://www.econbiz.de/10013263023