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Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker; Schoenmakers, John - 2009
Persistent link: https://www.econbiz.de/10003924289
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Optimal investment for executive stockholders with exponential utility
Desmettre, Sascha - 2010
Persistent link: https://www.econbiz.de/10009688316
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WTA-WTP disparity: The role of perceived realism of the valuation setting
Frondel, Manuel; Sommer, Stephan; Tomberg, Lukas - Sonderforschungsbereich Statistical Modelling of … - 2019
Persistent link: https://www.econbiz.de/10011991997
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A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908122
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The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger - 1996
Persistent link: https://www.econbiz.de/10000939781
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Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000946114
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Lognormality of rates and term structure models
Goldys, Beniamin - 1996
Persistent link: https://www.econbiz.de/10000954622
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - 1997
Persistent link: https://www.econbiz.de/10000954639
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999