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Pricing perpetual American options for jump processes
Gerber, Hans U.; Shiu, Elias S. W. - 1997
Persistent link: https://www.econbiz.de/10000972080
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Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric; Rockinger, Michael - 1997
Persistent link: https://www.econbiz.de/10000972674
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On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Gerber, Hans U.; Landry, Bruno - 1997
Persistent link: https://www.econbiz.de/10000972765
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Bayesin option pricing using asymmetric GARCH
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000972935
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Manuale del reddito fisso : macroeconomia, mercati e strumenti, tecniche di valutazione, analisi tecnica, derivati
Urbani, Stefano (contributor); Fossati, Carlo (contributor) - 1996 - 1. ed
Persistent link: https://www.econbiz.de/10000972962
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Valuation of natural resource investments with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - 1997
Persistent link: https://www.econbiz.de/10000973571
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Bounds on European option prices under stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000974834
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Bewertung von Optionen unter Transaktionskosten : mit 21 Tabellen
Reiß, Ariane - 1998
Persistent link: https://www.econbiz.de/10000975258
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Applications of nonstandard analysis to problems in option pricing, contingent claim valuation and convergence of market models
Wyman, Matthew Christopher - 1996
Persistent link: https://www.econbiz.de/10000975505