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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Mercken, Roger; Motmans, Lisette; Houben, Ghislain - In: EuroEconomica (2010) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10008697872
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Analytical and numerical methods for pricing financial derivatives
Sevcovic, Daniel; Stehlíková, Beáta; Mikula, Karol - 2011
Persistent link: https://www.econbiz.de/10009513017
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Optimal options pricing and trading : a new theory
Alghalith, Moawia - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 181-185
Persistent link: https://www.econbiz.de/10009385337
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Valuation of credit default swaps and swaptions
Jamshidian, Farshid - In: Finance and stochastics 8 (2004) 3, pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
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Weak convergence of tree methods to price options on defaultable assets
Nieuwenhuis, J. H.; Vellekoop, Michel - In: Decisions in economics and finance : DEF ; a journal of … 27 (2004) 2, pp. 87-107
Persistent link: https://www.econbiz.de/10003095202
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
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Applied derivatives : options, futures, and swaps
Rendleman, Richard J. - 2002
Persistent link: https://www.econbiz.de/10001626310