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Showing
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Sort
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date (newest first)
date (oldest first)
1
Jumps and stochastic
volatility
: exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
2
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
3
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
4
Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam
-
1999
Persistent link: https://www.econbiz.de/10000682737
Saved in:
5
Stochastic
volatility
with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer
;
Zhu, Jianwei
-
1998
-
Rev.
Persistent link: https://www.econbiz.de/10000676009
Saved in:
6
Pricing and hedging index options under stochastic
volatility
: an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
7
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
8
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
9
Derivative asset analysis in models with level-dependent and stochastic
volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
10
Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets
Jäger, Simon
-
2008
Persistent link: https://www.econbiz.de/10003719533
Saved in:
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