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Approximation der risikoneutralen Verteilung : Methodenvergleich und Implementierung
Schiefner, Lars - In: Operations research proceedings 1999 : selected papers …, (pp. 329-335). 2000
Persistent link: https://www.econbiz.de/10001481292
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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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Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
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Hedging and portfolio optimization in illiquid financial markets
Bank, Peter; Baum, Dietmar - 2002
Persistent link: https://www.econbiz.de/10001685047
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Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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Information content of implied probability distributions : empirical studies of Japanese stock price index options
Shiratsuka, Shigenori - In: Monetary and economic studies 19 (2001) 3, pp. 143-170
Persistent link: https://www.econbiz.de/10001628696
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Super-replication problem in a jumping financial market
Brunel, Vivien - In: Finance : revue de l'Association Française de Finance 23 (2002) Numéro hors série, pp. 29-45
Persistent link: https://www.econbiz.de/10001782540
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Using options prices to infer PDF's for asset prices : an application to oil prices during the Gulf crisis
Melick, William Robert - 1996
Persistent link: https://www.econbiz.de/10000934130
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Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian - 2000 - 1. Aufl.
-Optionspreise mit Hilfe einer auf stochastischen Volatilitäten beruhenden Optionspreistheorie besser erklärt werden als mit den …
Persistent link: https://www.econbiz.de/10001534154
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Nonparametric prediction for the time-dependent volatility of the security price
Kogure, Atsuyuki - In: Financial engineering and the Japanese markets 3 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001204474