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39
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ECONIS (ZBW)
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-
10
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9,846
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date (oldest first)
1
Die
Bewertung
von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
2
Arbitragefreie
Bewertung
von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
3
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
Saved in:
4
High-accuracy integral equation approach for pricing American options with stochastic volatility
Ma, Jingtang
;
Zhou, Zhiru
- In:
International journal of economics and finance
3
(
2011
)
4
,
pp. 193-201
Persistent link: https://www.econbiz.de/10009311485
Saved in:
5
An
evaluation
framework for alternative VaR-models
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Journal of international money and finance
24
(
2005
)
6
,
pp. 944-958
Persistent link: https://www.econbiz.de/10003114006
Saved in:
6
Appraisals, transaction incentives, and smoothing
Chinloy, Peter
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10001335500
Saved in:
7
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
8
Essays on foreign exchange option markets
Büsser, Ralf
-
2012
-Scholes Modell orientieren. Devisenmarkt ; Option ; Risikoprämie ; Stochastisches Modell ;
Bewertung
Foreign exchange ; option …
Persistent link: https://www.econbiz.de/10009656320
Saved in:
9
An
evaluation
framework for alternative VaR models
Bams, Dennis
-
2002
Persistent link: https://www.econbiz.de/10013423989
Saved in:
10
Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionsprei...
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10013360927
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