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Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.; Rosenberg, Joshua V. - 1994
Persistent link: https://www.econbiz.de/10000147446
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Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng - 1987
Persistent link: https://www.econbiz.de/10000167721
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Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna; Lhabitant, François-Serge; Talay, Denis - 1998
Persistent link: https://www.econbiz.de/10000168118
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Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge; Castellani, Davide; Reghai, A. - 1998
Persistent link: https://www.econbiz.de/10000168120
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Does the wild card option really have value?
LaBarge, Karin P. - 1989
Persistent link: https://www.econbiz.de/10000898160
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Optionsbewertung unter der Annahme eines Nicht-Markov-Prozesses
Regensburger, Isolde Katharina - 1994
Persistent link: https://www.econbiz.de/10000902684
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Binomial models for some path-dependent options
Cheuk, Terry Hon Fu; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903428
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Three essays on contingent claims pricing
Lando, David - 1994
Persistent link: https://www.econbiz.de/10000904134
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Le processus mixte appliqué à l'évolution du prix des actions suisses et son influence sur le prix des options
Bruand, Martin - 1994
Persistent link: https://www.econbiz.de/10000905518
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Downside risk, options, and investment time horizon
Zimmermann, Heinz - 1993
Persistent link: https://www.econbiz.de/10000907145