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Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter; Sayer, Tilman; Szimayer, Alexander - 2011
Persistent link: https://www.econbiz.de/10009688311
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Work effort, consumption, and portfolio selection : when the occupational choice matters
Desmettre, Sascha; Szimayer, Alexander - 2010
Persistent link: https://www.econbiz.de/10009688317
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Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi; Szimayer, Alexander; Wagner, Andreas - 2009
Persistent link: https://www.econbiz.de/10009688320
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A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander; Dimitroff, Geogri; Lorenz, Stefan - 2009
Persistent link: https://www.econbiz.de/10009688323
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Own-company stockholding and work effort preferences of an unconstrained executive
Desmettre, Sascha; Gould, John; Szimayer, Alexander - 2008
Persistent link: https://www.econbiz.de/10009723054