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71
Bewertung multivariater Derivate : zeit- und zustandsdiskrete Modellierungen
Kobel, Michael
-
1996
Persistent link: https://www.econbiz.de/10000562865
Saved in:
72
Eine geschlossene Formel zur Bewertung von Optionen mit aktienkursabhängiger Laufzeitvariabilität
Büchel, Helmut
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 259-271)
.
1994
Persistent link: https://www.econbiz.de/10001286938
Saved in:
73
The informational content of US listed options on foreign equity securities : the case of Telmex and the peso devaluation
Buttimer, Richard J.
;
Swidler, Steven Mark
- In:
Journal of international financial markets, …
8
(
1998
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10001402087
Saved in:
74
A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
Saved in:
75
Closed form formulas for exotic options and their lifetime distribution
Douady, Raphae͏̈l
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10001372087
Saved in:
76
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
77
Essentials of stochastic finance : facts, models,
theory
Širjaev, Alʹbert N.
-
1999
Persistent link: https://www.econbiz.de/10001375629
Saved in:
78
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
79
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
80
Optionen und unvollständige Märkte
Binggeli, Alfred Werner
-
1998
Persistent link: https://www.econbiz.de/10001361874
Saved in:
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