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Zur Angemessenheit von Optionspreisen : Ergebnisse einer empirischen Überprüfung des Black/Scholes-Modells
Pape, Ulrich; Merk, Andreas - 2003
Persistent link: https://www.econbiz.de/10001901772
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Hedging and portfolio optimization in financial markets with a large trader
Bank, Peter; Baum, Dietmar - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
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Theory and technique of growth stock valuation
Clendenin, John C. - 1957
Persistent link: https://www.econbiz.de/10002003730
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Marktgerechte Bewertung von Optionen
Brunner, Bernhard - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001932584
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Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan; Alles, Lakshman - 2000
Persistent link: https://www.econbiz.de/10001509334
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Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja - 2000
Persistent link: https://www.econbiz.de/10001511096
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Dynamic hedging, positive feedback, and general equilibrium
Hilpisch, Yves - 2001
Persistent link: https://www.econbiz.de/10001570958
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Information content of implied probability distributions : empirical studies on Japanese stock price index options
Shiratsuka, Shigenori - 2001
Persistent link: https://www.econbiz.de/10001547687
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Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 4 (2000) 2, pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376