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Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H. - 1997
Persistent link: https://www.econbiz.de/10000633327
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Volatility and liquidity in futures market
Locke, Peter R. - 1996
Persistent link: https://www.econbiz.de/10000962046
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What's vol got to do with it
Drechsler, Itamar (contributor); Yaron, Amir (contributor) - 2008 - Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Equilibrium analysis of forward markets for electricity and reserves
Siddiqui, Afzal S. - 2002
Persistent link: https://www.econbiz.de/10003777536
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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360