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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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Arbitrage-free market models for liquid options
Wissel, Johannes Stefan - 2008
Persistent link: https://www.econbiz.de/10003726013
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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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Mehrere Preisprozesse und Ausübungsbedingungen bei der Bewertung von Optionen
Rathgeber, Andreas W. - 2006
Persistent link: https://www.econbiz.de/10003328640
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Modelling of and empirical studies on portfolio choice, option pricing, and credit risk
Polbennikov, Simon Yurievich - 2005
Persistent link: https://www.econbiz.de/10003311057
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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665
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Exotic option pricing in Heston's stochastic volatility model
Griebsch, Susanne A. - 2008
Persistent link: https://www.econbiz.de/10003881039
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Levy processes : theory and financial applications
Raccuglia, Benedetto - 2006
Persistent link: https://www.econbiz.de/10003413591
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Option pricing with continuous-time Markov chain regime switching
Edwards, Craig Steven - 2004
Persistent link: https://www.econbiz.de/10003378770
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Computational methods for Levy and jump diffusion processes : applications in financial engineering
Feng, Liming - 2006
Persistent link: https://www.econbiz.de/10003908099