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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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Renormalization of Black-Scholes equation for stochastically fluctuating interest rate
Muslimov, Alexander G.; Silantʹev, Nikolai A. - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
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The Britten-Jones and Neuberger smile-consistent with stochastic volatility option pricing model : a further analysis
Rossi, Alessandro - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10001657394
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
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Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I. (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
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Efficient computation of option price sensitivities using homogeneity and other tricks
Reiß, Oliver (contributor); Wystup, Uwe (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544528
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
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Optionspreise und implizite Kursprozesse
Wallmeier, Martin - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 331-346). 2003
Persistent link: https://www.econbiz.de/10001736363