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Energy policy natural gas prices during the winter of 1996 - 97 : the honorable Jeff Bingaman, United States Senate, the honorable Dale Bumpers, United States Senate
Bingaman, Jeff (contributor); Bumpers, Dale (contributor) - 1998
Persistent link: https://www.econbiz.de/10001435987
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Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction
Li, Mengheng; Koopman, Siem Jan - 2018
subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of … increased during the 2008 financial crisis while it has recently returned to its pre-crisis level. The extracted volatility …
Persistent link: https://www.econbiz.de/10011809984
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Optimal martingales and American option pricing
Cerrato, Mario (contributor); Abbasyan, Abdollah (contributor) - 2008
Persistent link: https://www.econbiz.de/10003806133
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Liquidity and employee options : an empirical examination of the Microsoft experience
Chance, Don M. - In: The journal of corporate finance : contracting, … 15 (2009) 4, pp. 469-487
Persistent link: https://www.econbiz.de/10003871942
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Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
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Optimal martingales and American option pricing
Cerrato, Mario; Abbasyan, Abdollah - 2009
Persistent link: https://www.econbiz.de/10003875010
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Valuation of options of European and American style
Varmaz, Armin; Fieberg, Christian - In: Corporate finance / Biz 2 (2011) 3, pp. 195-203
Persistent link: https://www.econbiz.de/10008987478
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Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno; Warin, Xavier - In: Numerical methods in finance : Bordeaux, June 2010, (pp. 215-255). 2012
Persistent link: https://www.econbiz.de/10009577193
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Stock price dynamics of listed growth companies : evidence from the options market
Baule, Rainer; Tallau, Christian - In: The IUP journal of applied finance : IJAF 19 (2013) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10009696959
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Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu; Zhou, Hai-Lin; Wang, Shouyang - In: Journal of financial engineering 1 (2014) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10010508081