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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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An introduction to computational finance
Uǧur, Ömür - 2009
Persistent link: https://www.econbiz.de/10003742360
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Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie; Gray, Philip K. - In: Finance research letters 2 (2005) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
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Option prices as probabilities : a new look at generalized black-scholes formulae
Profeta, Christophe; Roynette, Bernard; Yor, Marc - 2010
Persistent link: https://www.econbiz.de/10003919904
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Valuing stock options when prices are subject to a lower boundary
Veestraeten, Dirk - In: The journal of futures markets 28 (2008) 3, pp. 231-247
Persistent link: https://www.econbiz.de/10003699316
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Tools for computational finance
Seydel, Rüdiger - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10003301721
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Finanzmathematik : die Berechnung des fairen europäischen Call- und Put-Preises anhand des Black-Scholes-Merton-Modells ; Fachbuch Mathematik
Pomberger, Stefan Mathias - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008653011
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2010 - 3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
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Fractional processes as models in stochastic finance
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Advanced mathematical methods for finance, (pp. 75-103). 2011
Persistent link: https://www.econbiz.de/10008991326
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An elementary introduction to mathematical finance
Ross, Sheldon M. - 2011 - Third edition
Persistent link: https://www.econbiz.de/10009009299