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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000874372
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Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun - 1996
Persistent link: https://www.econbiz.de/10000931831
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A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte; Décamps, Jean-Paul; Koehl, … - 1996
Persistent link: https://www.econbiz.de/10000936713
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Call features and term to maturity of callable foreign bonds
Hooper, Vincent J. (contributor); Pointon, John (contributor) - 1996
Persistent link: https://www.econbiz.de/10000947861
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1998
Persistent link: https://www.econbiz.de/10000978870
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Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique; Kouwenberg, Roy; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000988106
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A study of a family of equivalent martingale measures to price an option with an application to the Swiss market
Pafumi, Gérard - 1997
Persistent link: https://www.econbiz.de/10000971694
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Extracting market expectations from options prices : case studies in Japanese option markets
Nakamura, Hisashi; Shiratsuka, Shigenori - 1998
Persistent link: https://www.econbiz.de/10000992542