Narrow search
Showing 111 - 120 of 663,705
Cover Image
Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
Cover Image
First and second order Greeks in the Heston model
Chan, Jiun Hong; Joshi, Mark S. - 2010
Persistent link: https://www.econbiz.de/10008806607
Cover Image
Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong; Joshi, Mark S. - 2010
Persistent link: https://www.econbiz.de/10008806610
Cover Image
Pricing and hedging volatility derivatives
Broadie, Mark; Jain, Ashish - In: The journal of derivatives : the official publication … 15 (2008) 3, pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Cover Image
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek; Niewęgłowski, Mariusz - In: Advanced mathematical methods for finance, (pp. 417-453). 2011
Persistent link: https://www.econbiz.de/10008991278
Cover Image
Stochastic control in limit order markets : curve following, portfolio liquidation and derivative valuation
Naujokat, Felix - 2011
Persistent link: https://www.econbiz.de/10009552027
Cover Image
Localising temperature risk
Härdle, Wolfgang; López Cabrera, Brenda; Okhrin, Ostap; … - 2010
On the temperature derivative market, modeling temperature volatility is an important issue for pricing and hedging. In …
Persistent link: https://www.econbiz.de/10008772624
Cover Image
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan; Young, Virginia R. - In: Annals of finance 4 (2008) 4, pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Cover Image
Brownian motion calculus
Wiersema, Ubbo F. - 2008
Persistent link: https://www.econbiz.de/10002581692
Cover Image
Drift estimation of generalized security price processes from high frequency derivative prices
Pandher, Gurupdesh S. - In: Review of derivatives research 4 (2000) 3, pp. 263-284
Persistent link: https://www.econbiz.de/10001596721