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Pricing options, forwards and futures using fuzzy set theory
Buckley, James J.; Eslami, Esfandiar - In: Fuzzy engineering economics with applications, (pp. 339-357). 2008
Persistent link: https://www.econbiz.de/10003755117
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Option valuation : analyzing and pricing standardized option contracts
Gibson, Rajna - 1991
Persistent link: https://www.econbiz.de/10000833372
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph - 1991
Persistent link: https://www.econbiz.de/10000085068
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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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A "simple" hybrid model for power derivatives
Lyle, Matthew R.; Elliott, Robert J. - In: Energy economics 31 (2009) 5, pp. 757-767
Persistent link: https://www.econbiz.de/10003880275
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Konstruktion und Bewertung von Anlagezertifikaten
Ostrowski, Sebastian; Reichling, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 10, pp. 494-499
Persistent link: https://www.econbiz.de/10003897188
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Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.; Chmakova, Alina Y. - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003415479
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Optimal hedging of derivatives with transaction costs
Aurell, Erik; Muratore-Ginanneschi, Paolo - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1051-1069
Persistent link: https://www.econbiz.de/10003424366
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Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing
Kusuda, Koji - 2003
Persistent link: https://www.econbiz.de/10003379037