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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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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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Die Black-Scholes-Optionspreisformel : eine Herleitung mit Hilfe des Prinzips der risikoneutralen Bewertung
Hahnenstein, Lutz; Wilkens, Sascha; Röder, Klaus - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 30 (2001) 7, pp. 355-361
Persistent link: https://www.econbiz.de/10001595675
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Discrete time hedging errors for options with irregular payoffs
Gobet, Emmanuel; Temam, Emmanuel - In: Finance and stochastics 5 (2001) 3, pp. 357-367
Persistent link: https://www.econbiz.de/10001599284
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Renormalization of Black-Scholes equation for stochastically fluctuating interest rate
Muslimov, Alexander G.; Silantʹev, Nikolai A. - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
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Valuation of convertible bonds with sequential conversion
Bühler, Wolfgang; Koziol, Christian - In: Schmalenbach business review : sbr 54 (2002) 4, pp. 302-334
Persistent link: https://www.econbiz.de/10001701908
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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Warrants pricing : stochastic volatility vs. Black-Scholes
Huang, Yu Chuan; Chen, Shing Chun - In: Pacific-Basin finance journal 10 (2002) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10001716091
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo; Timmermann, Allan - In: Journal of economic dynamics & control 27 (2003) 5, pp. 717-769
Persistent link: https://www.econbiz.de/10001719690