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Stochastic process
Theorie
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9
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6
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Heath, David C.
4
Platen, Eckhard
4
Herzel, Stefano
2
Angelini, Flavio
1
Nicolosi, Marco
1
Schweizer, Martin
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Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Springer Finance
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Springer finance
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ECONIS (ZBW)
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A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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2
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
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3
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
Saved in:
4
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
5
An approximation of caplet implied volatilities in Gaussian models
Angelini, Flavio
;
Herzel, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
2
,
pp. 113-127
Persistent link: https://www.econbiz.de/10003231310
Saved in:
6
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
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