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Arithmetic-Average-Price-Optionen : Bewertungsverfahren und Simulationsstudie
Reimer, Matthias - 1993
Persistent link: https://www.econbiz.de/10000347817
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Two finite difference schemes for evaluation of contingent claims with three underlying state variables
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875081
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A lattice approach for pricing of multivariate contingent claims
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875082
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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Los mercados de futuros : primas de riesgo, integración con los mercados de contado y poder de cobertura
Mencía, Ángel M. - 1995
Persistent link: https://www.econbiz.de/10000933269
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The option pricing approach to the valuation of country risk
Klein, Martin - 1990
Persistent link: https://www.econbiz.de/10000854806
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Analytical valuation of American-style Asian options
Hansen, Asbjørn Trolle; Løchte Jørgensen, Peter - 1997
Persistent link: https://www.econbiz.de/10000978501
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Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - 1997
Persistent link: https://www.econbiz.de/10000980452
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Portfolio insurance und der Crash 1987 : eine Simulationsstudie
Aschinger, Gerhard - 1992
Persistent link: https://www.econbiz.de/10000837161
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On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393