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Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max - 2015 - Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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Forecasting volatility in the financial markets
Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10000666770
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Unternehmensbewertung bei Preisinstabilität und Inflation
Aders, Christian - 1998
Persistent link: https://www.econbiz.de/10000667940
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Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
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An agent-based stochastic volatility model
Alfarano, Simone - 2006
Persistent link: https://www.econbiz.de/10003307294
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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Managing currency options in financial institutions : Vanna-Volga method
Lam, Yat-fai; Lai, Kin Keung - 2016
Persistent link: https://www.econbiz.de/10011378382
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Inside volatility filtering : the secrets of skewness
Javaheri, Alireza - 2015 - 2. ed.
Persistent link: https://www.econbiz.de/10011347625
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Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter; Sayer, Tilman; Szimayer, Alexander - 2011
Persistent link: https://www.econbiz.de/10009688311