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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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Pricing financial derivatives with inprecise input parameters
Ehlers, Manuel - 2008
Persistent link: https://www.econbiz.de/10003781027
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Is economics performative? : Option theory and the construction of derivatives markets
MacKenzie, Donald A. - In: Journal of the history of economic thought 28 (2006) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10003327231
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The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki; Hillegers, Tom - In: Applied financial economics letters 2 (2006) 4, pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
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Option pricing
Kallsen, Jan - In: Handbook of financial time series, (pp. 599-613). 2009
Persistent link: https://www.econbiz.de/10003834189
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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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Mathematical finance : theory, modeling, implementation
Fries, Christian - 2007
Persistent link: https://www.econbiz.de/10003433292