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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei - 2000
Persistent link: https://www.econbiz.de/10001499875
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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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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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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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Valuation of American-style derivatives within the stochastic volatility model of Heston
Sayer, Tilman - 2012
Persistent link: https://www.econbiz.de/10009631356
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Essays on foreign exchange option markets
Büsser, Ralf - 2012
pricing ; risk premium ; density forecast ; Kalman filter ; variance swap ; Lévy process ; stochastic volatility ; jump …
Persistent link: https://www.econbiz.de/10009656320
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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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Hedging in affine stochastic volatility models
Vierthauer, Richard - 2010
Persistent link: https://www.econbiz.de/10008779220
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Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001530489