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Lévy processes in finance : pricing financial derivatives
Schoutens, Wim - 2003
Persistent link: https://www.econbiz.de/10004727717
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A practical guide to forecasting financial market volatility
Poon, Ser-Huang - 2005 - Repr.
Persistent link: https://www.econbiz.de/10004824448
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Advanced option pricing models : an empirical approach to valuing options
Katz, Jeffrey - 2005
Persistent link: https://www.econbiz.de/10004824983
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Volatility and correlation : The perfect hedger and the fox
Rebonato, Riccardo - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10004797361
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Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H. - 2003
Persistent link: https://www.econbiz.de/10004784655
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An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M. - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10004833237
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Paul Wilmott on quantitative finance
Wilmott, Paul - 2. ed.
Persistent link: https://www.econbiz.de/10004855933
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The volatility surface : a practitioner's guide
Gatheral, Jim - 2006
Persistent link: https://www.econbiz.de/10004868985
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Empirischer Vergleich von Optionspreismodellen auf Basis zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko
Dahlbokum, Achim - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004900637
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Empirischer Vergleich von Optionspreismodellen auf Basis Zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko
Dahlbokum, Achim - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432982