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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher - 2000
Persistent link: https://www.econbiz.de/10001481836
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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
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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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Bewertung von Optionen auf unvollständigen Märkten
Husmann, Sven - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001641414
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Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje - 2001
Persistent link: https://www.econbiz.de/10001645751
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Dynamic hedging, positive feedback, and general equilibrium
Hilpisch, Yves - 2001
Persistent link: https://www.econbiz.de/10001570958
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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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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665