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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001355949
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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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The information content of derivatives for monetary policy : implied volatilities and probabilities
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10009699999
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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
growing use of derivative instruments on the stability of the financial markets and the effectiveness ofmonetary policy …
Persistent link: https://www.econbiz.de/10009700000
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The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt - 2019
Persistent link: https://www.econbiz.de/10012173134
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Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
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Self-pricing options
Edelman, David - 2023
Persistent link: https://www.econbiz.de/10014477093
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Endogenous option pricing
Gamba, Andrea; Saretto, Alessio - 2022
Persistent link: https://www.econbiz.de/10013170529
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Aktuelle Rechtsfragen des Börsentermin- und Optionshandels : Anforderungen an Bank und Kunde
Krimphove, Dieter - 1999
Persistent link: https://www.econbiz.de/10001455288
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The information content of financial derivatives : empirical evidence
Wipplinger, Evert - 2013
Persistent link: https://www.econbiz.de/10010190940