Similar Search Results

Fractional processes as models in stochastic finance

Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Advanced mathematical methods for finance, (pp. 75-103). 2011

Persistent link: https://www.econbiz.de/10008991326

An elementary introduction to mathematical finance

Ross, Sheldon M. - 2011 - Third edition

Persistent link: https://www.econbiz.de/10009009299

Real options compared to traditional company valuation methods : possibilities and constraints in their use

Dzyuma, Ulyana - In: E-Finanse : finansowy kwartalnik internetowy 8 (2012) 2, pp. 51-68

The subject of the article is the presentation of an unconventional method of establishing the value of the company together with investment ventures basing on the concept of real options (Real Option Valuation ROV). The option calculation can be applied in many areas, such as: evaluation of...

Persistent link: https://www.econbiz.de/10009575848

Characterization of the American put option using convexity

Xie, Dejun; Edwards, David A.; Schleiniger, Gilberto; … - In: Applied mathematical finance 18 (2011) 3/4, pp. 353-365

Persistent link: https://www.econbiz.de/10009381899

Pricing American put options by fast solutions of the linear complementarity problem

Borici, Artan; Lüthi, Hans-Jakob - In: Computational methods in decision-making, economics and …, (pp. 325-338). 2010

Persistent link: https://www.econbiz.de/10009153077

Non-parametric method for European option bounds

Lin, Hsuan-chu; Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 109-129

Persistent link: https://www.econbiz.de/10009507969

FX risk-neutral valuation relationships for the S u jump-diffusion family

Câmara, Ana; Câmara, António; Popova, Ivilina; … - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 339-356

Persistent link: https://www.econbiz.de/10009508891

The Black & Scholes formula and resulting advancements : derivation and interpretation with special focus on the validity of the underlying assumptions

Jäger, Clemens C.; Böckhaus, Christoph F. - 2011

Persistent link: https://www.econbiz.de/10009509408

Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt

Maack, Diether - 2012

Persistent link: https://www.econbiz.de/10009554493

A model of stock option prices

Yang, Zhongjin; Yang, Cassidy - In: International journal of financial markets and derivatives 2 (2011) 4, pp. 288-297

Persistent link: https://www.econbiz.de/10009528840