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ECONIS (ZBW)
115
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1
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
Saved in:
2
Occupational profiles and training requirements at Level 3 in the Spanish textile and clothing industry
Homs, Oriol
-
1990
-
1. ed.
Persistent link: https://www.econbiz.de/10000138026
Saved in:
3
Derivative asset analysis in models with level-dependent and stochastic
volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
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
Saved in:
5
Calibrating and completing the
volatility
cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
6
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
7
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
8
Bayesian estimation of a stochastic
volatility
model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
9
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei
-
2000
Persistent link: https://www.econbiz.de/10001499875
Saved in:
10
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
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