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Option Prices with Stochastic...
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Optionspreistheorie
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Research paper series / Swiss Finance Institute
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SFB 649 discussion paper
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36
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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EconStor
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51
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
-
1999
Persistent link: https://www.econbiz.de/10001414551
Saved in:
52
Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen
-
2001
-
2. draft
Persistent link: https://www.econbiz.de/10001565740
Saved in:
53
A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik
-
2001
Persistent link: https://www.econbiz.de/10001567691
Saved in:
54
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509334
Saved in:
55
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
56
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
Saved in:
57
Efficient computation of option price sensitivities using homogeneity and other tricks
Reiß, Oliver
(
contributor
);
Wystup, Uwe
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544528
Saved in:
58
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
59
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
60
Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas
;
Dert, Cees
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001884326
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