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Valuation of convertible bonds when investors act strategically
Koziol, Christian - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002063123
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Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R. (contributor); Wang, Qihua (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
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A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.; Atkinson, Colin - In: Applied mathematical finance 11 (2004) 1, pp. 51-75
Persistent link: https://www.econbiz.de/10002001538
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Asymptotics of the price oscillations of a European call option in a tree model
Diener, Francine; Diener, Marc - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10002032700
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Bewertung von Derivaten in zeitdiskreten Finanzmarktmodellen
Wrede, Marcus (contributor) - 2004
Persistent link: https://www.econbiz.de/10001928297
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Volatility and correlation : the perfect hedger and the fox
Rebonato, Riccardo - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001932788
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Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas; Dert, Cees; Lucas, André - 2003
Persistent link: https://www.econbiz.de/10001884326
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Confined exponential approximations for the valuation of American options
Lee, Jongwoo; Paxson, Dean A. - In: The European journal of finance 9 (2003) 5, pp. 449-474
Persistent link: https://www.econbiz.de/10001885434
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Mathematics of financial markets
Elliott, Robert J.; Kopp, Peter E. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10001973330
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Estimating probability distributions implicit in option prices
Ball, Michael A. - 2001
Persistent link: https://www.econbiz.de/10001570885