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Design von Kreditverträgen : eine ökonomische Untersuchung von Klauseln und Optionen in Kreditverträgen
Borries, Daniel von - 1998
Persistent link: https://www.econbiz.de/10000985095
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A pricing model for American options with stochastic interest rates
Menkveld, Albert J.; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000985330
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Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl; Hassan, Nadima el - 1997
Persistent link: https://www.econbiz.de/10000985681
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A closed-form GARCH option pricing model
Heston, Steven L.; Nandi, Saikat - 1997
Persistent link: https://www.econbiz.de/10000985996
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Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.; Sluis, Pieter J. van der - 1998
Persistent link: https://www.econbiz.de/10000986291
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An experimental investigation of the option pricing approach
Abbink, Klaus - 1996
Persistent link: https://www.econbiz.de/10000986502
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Modeling market risk in a jump-diffusion setting : a generalized Hofmann-Platen-Schweizer-Model
Wiesenberg, Holger - 1998
Persistent link: https://www.econbiz.de/10000986536
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A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.; Turnbull, Stuart M. - 1998
Persistent link: https://www.econbiz.de/10000986787
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The term structure of interest rates and fixed income securities
Käppi, Jari - 1997
Persistent link: https://www.econbiz.de/10000987061
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Options, futures, and exotic derivatives : theory, application and practice
Briys, Eric (contributor) - 1998
Persistent link: https://www.econbiz.de/10000987571