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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan - 2019
Persistent link: https://www.econbiz.de/10012197036
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Exponential functionals of Brownian motion and related processes
Yor, Marc - 2001
Persistent link: https://www.econbiz.de/10001559455
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Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina - 2012
Persistent link: https://www.econbiz.de/10009548356
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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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Essays about option valuation under stochastic interest rates
Wittke, Manuel (contributor) - 2011
Persistent link: https://www.econbiz.de/10009412416
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Essays in mathematical finance : modeling the futures price
Blix, Magnus - 2004
Persistent link: https://www.econbiz.de/10002831728
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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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Three essays on contingent claims pricing
Lando, David - 1994
Persistent link: https://www.econbiz.de/10000904134
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Applications of contingent claims theory to microeconomic problems
Hennessy, David A. - 1993
Persistent link: https://www.econbiz.de/10000908859
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Prices in dynamic markets
Avery, Christopher - 1993
Persistent link: https://www.econbiz.de/10000946069