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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von - 1996
Persistent link: https://www.econbiz.de/10000934033
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
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American options exercise boundary when the volatility changes randomly
Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924111
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392
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Generalised calibration at Statistics Belgium : SPSS module g-CALIB-S and current practices
Vanderhoeft, Camille - 2001
Persistent link: https://www.econbiz.de/10001732423
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001812434
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Densitiy estimation in a separable metric space
Dabo-Niang, Sophie - 2001
Persistent link: https://www.econbiz.de/10001640928
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Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina - 1999
Persistent link: https://www.econbiz.de/10001421287
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Exact asymptotics for nonparametric density estimation from dependent data
Butucea, Cristina; Neumann, Michael H. - 1999
Persistent link: https://www.econbiz.de/10001421294
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Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie - 2001
Persistent link: https://www.econbiz.de/10001577407