Narrow search
Showing 1 - 10 of 21,285
Cover Image
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
Cover Image
Risk, uncertainty, and option exercise
Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004
Persistent link: https://www.econbiz.de/10003738511
Cover Image
Exotic derivatives and risk : theory, extensions and applications
Bellalah, Mondher - 2009
Persistent link: https://www.econbiz.de/10003774329
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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