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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
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Option valuation with liquidity risk and jumps
Zhang, Hai; Ku, Hyejin - In: Applied economics letters 25 (2018) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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Robust irreversible investment strategy with ambiguity to jump and diffusion risk
Li, Shuang; Wang, Haijun - In: International review of finance : the official journal … 23 (2023) 3, pp. 645-665
Persistent link: https://www.econbiz.de/10014368442
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Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael; Adam, Michael E. H. - 2001
Persistent link: https://www.econbiz.de/10001629302
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Performancemessung von Optionsportfolios und deren Anwendung zur Margenschätzung bei strukturierten Finanzprodukten
Wessels, Sebastian - 2021
Persistent link: https://www.econbiz.de/10012584118
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A risk index model for uncertain portfolio selection with background risk
Huang, Xiaoxia; Jiang, Guowei; Gupta, Pankaj; Mehlawat, … - In: Computers & operations research : and their … 132 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012595736
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Capital ideas and market realities : option replication, investor behavior, and stock market crashes
Jacobs, Bruce I. - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10000683220
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Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias - 1997
Persistent link: https://www.econbiz.de/10000958452
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon - In: Finance and stochastics 12 (2008) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10003716265