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Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
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Models and measurement of welfare and inequality
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Qualitative Marktforschung : Konzepte - Methoden - Analysen
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Valuation, financial modeling, and quantitative tools
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Mathematische Methoden der Wirtschaftswissenschaften : Festschrift für Otto Opitz
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Handbook of financial time series
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The Oxford handbook of international business
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Theorien und Methoden der Betriebswirtschaft : Handbuch für Wissenschaftler und Studierende
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Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Multicriteria analysis : proceedings of the XIth International Conference on MCDM, 1 - 6 August 1994, Coimbra, Portugal ; with 50 tables
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The handbook of fixed income securities
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1
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
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2
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
3
Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2014
Persistent link: https://www.econbiz.de/10010366999
Saved in:
4
Variance and
volatility
swaps and futures pricing for stochastic
volatility
models
Sviščuk, Anatolij
;
Wang, Zijia
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 95-121)
.
2019
Persistent link: https://www.econbiz.de/10012249105
Saved in:
5
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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6
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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7
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
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8
Implizite Volatilitäten von Eurex Optionen : eine empirische Untersuchung zur Fair Value Ermittlung von OTC Aktienoptionen auf Basis der impliziten Volatilität von Eurex Aktienopti...
Spindler, Oliver
- In:
Beiträge zu aktuellen Finanzmarktthemen : Bondholder …
,
(pp. 191-311)
.
2007
Persistent link: https://www.econbiz.de/10003477333
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9
Impact of stock price jumps on option values
Trautmann, Siegfried
;
Beinert, Michaela
- In:
Empirical research on the German capital market : with …
,
(pp. 303-322)
.
1999
Persistent link: https://www.econbiz.de/10001427695
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10
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
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