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1
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
2
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
3
Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge
;
Castellani, Davide
;
Reghai, A.
-
1998
Persistent link: https://www.econbiz.de/10000168120
Saved in:
4
Does the wild card option really have value?
LaBarge, Karin P.
-
1989
Persistent link: https://www.econbiz.de/10000898160
Saved in:
5
Optionsbewertung unter der Annahme eines Nicht-Markov-Prozesses
Regensburger, Isolde Katharina
-
1994
Persistent link: https://www.econbiz.de/10000902684
Saved in:
6
Binomial models for some path-dependent options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903428
Saved in:
7
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
8
American options, infinite expiration, and waiting : a non-standard approach
Alvarez, Luis H. R.
-
1995
Persistent link: https://www.econbiz.de/10000910734
Saved in:
9
Investitionstheorien unter Unsicherheit
Seppelfricke, Peter
-
1995
Persistent link: https://www.econbiz.de/10000911810
Saved in:
10
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
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