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Pricing options, forwards and futures using fuzzy set theory
Buckley, James J.; Eslami, Esfandiar - In: Fuzzy engineering economics with applications, (pp. 339-357). 2008
Persistent link: https://www.econbiz.de/10003755117
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Laplace transforms and the American call option
Alobaidi, Ghada; Mallier, Roland - In: Mathematical control theory and finance, (pp. 15-27). 2008
Persistent link: https://www.econbiz.de/10003755551
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Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino; Novikov, Alexander - In: Mathematical control theory and finance, (pp. 251-263). 2008
Persistent link: https://www.econbiz.de/10003755613
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Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions : (with computational finance in view)
Lyasoff, Andrew - In: Mathematical control theory and finance, (pp. 265-291). 2008
Persistent link: https://www.econbiz.de/10003755614
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Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
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Optimal portfolios : new variations of an old theme
Korn, Ralf - In: Computational Management Science : CMS 5 (2008) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
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Fast analytic option valuation with GARCH
Mazzoni, Thomas - 2008
Persistent link: https://www.econbiz.de/10003759897
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Strukturierte Investmentprodukte - Absatz und Marktvolatilität : Theorie, Empirie und eine Beurteilung
Lehmann, Thomas - 2008
Persistent link: https://www.econbiz.de/10003759966
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Option pricing when the regime-switching risk is priced
Siu, Tak Kuen; Yang, Hailiang; Lau, John W. - 2007
Persistent link: https://www.econbiz.de/10003647140
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Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003652604