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Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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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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Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco - In: Applied financial economics 21 (2011) 7/9, pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
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Pricing Asian options for jump diffusion
Bayraktar, Erhan; Xing, Hao - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10008935699
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Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
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Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen
Willems, Guido - 1999
Persistent link: https://www.econbiz.de/10001424894
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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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Valuation of American-style derivatives within the stochastic volatility model of Heston
Sayer, Tilman - 2012
Persistent link: https://www.econbiz.de/10009631356
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Empirischer Vergleich von Optionspreismodellen auf Basis Zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko
Dahlbokum, Achim - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432982