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R&D, advertising and the market value of internet firms
Tokic, Damir - 2002
Persistent link: https://www.econbiz.de/10003777543
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VIX futures and options : pricing and using volatility products to manage downside risk and improve efficiency in equity portfolios
Moran, Matthew T.; Dash, Srikant - In: The journal of trading 2 (2007) 3, pp. 96-105
Persistent link: https://www.econbiz.de/10003777819
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A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg; Gallant, A. Ronald; Ji, Chuanshu; … - In: Journal of econometrics 146 (2008) 1, pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
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Path dependent volatility
Foschi, Paolo; Pascucci, Andrea - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 13-32
Persistent link: https://www.econbiz.de/10003771581
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Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos; Degiannakis, Stavros - In: Journal of international financial markets, … 18 (2008) 5, pp. 449-465
Persistent link: https://www.econbiz.de/10003775710
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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie; Gray, Philip K. - In: Finance research letters 2 (2005) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
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Testing option pricing models with stochastic volatility, random jump and stochastic interest rate
Jiang, George J. - In: International review of finance 3 (2002) 3/4, pp. 233-272
Persistent link: https://www.econbiz.de/10002504517
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Identifizierung, Visualisierung und Analyse der Volatilitätsoberflächen von DAX-Optionen mit neuronalen Netzen
Koserski, Jan - 2006
Persistent link: https://www.econbiz.de/10003158758
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360