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Options : classic approaches to pricing and modelling
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ECONIS (ZBW)
37
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1
Rational theory of warrant pricing
Samuelson, Paul Anthony
- In:
Options : classic approaches to pricing and modelling
,
(pp. 1- 34)
.
1999
Persistent link: https://www.econbiz.de/10001772446
Saved in:
2
The pricing of options on assets with stochastic volatilities
Hull, John
;
White, Alan
- In:
Options : classic approaches to pricing and modelling
,
(pp. 323-344)
.
1999
Persistent link: https://www.econbiz.de/10001772463
Saved in:
3
MCMC methods for estimating stochastic
volatility
models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722236
Saved in:
4
Bayesian analysis of stochastic
volatility
models
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
Saved in:
5
Stochastic
volatility
in interest rates and nonlinearity in velocity
Barnett, William A.
;
Xu, Haiyang
- In:
The theory of monetary aggregation
,
(pp. 274-295)
.
2000
Persistent link: https://www.econbiz.de/10001508715
Saved in:
6
Finite horizon economies
Magill, Michael
(
contributor
);
Quinzii, Martine
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003738539
Saved in:
7
Infinite horizon economies
Magill, Michael
(
contributor
);
Quinzii, Martine
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003738543
Saved in:
8
The collected scientific work of David Cass ; Pt. C
Cass, David
-
2011
Persistent link: https://www.econbiz.de/10008840241
Saved in:
9
Incomplete markets
Magill, Michael
(
contributor
);
Quinzii, Martine
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003693727
Saved in:
10
Globalization and the good corporation : a need for proactive co-existence
Sethi, S. Prakash
-
2007
Persistent link: https://www.econbiz.de/10003924908
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