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Continuous stochastic calculus with applications to finance

Meyer, Michael J. - 2001

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Perpetual barrier options in jump-diffusion models

Gapeev, Pavel V. - 2006

SFB 649 Discussion Paper 2006-058 Perpetual Barrier Options in Jump-Diffusion Models Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control Sciences, Moscow, Russia ...

Persistent link: https://www.econbiz.de/10004875337

Options, futures, and other derivatives : [Hauptbd.]

2009

Persistent link: https://www.econbiz.de/10004909069

Options theory and trading : a step-by-step guide to control risk and generate profits

Ianieri, Ron - 2009

Persistent link: https://www.econbiz.de/10004941159

(Real-)Options, uncertainty and comparative statics : are Black and Scholes mistaken?

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Persistent link: https://www.econbiz.de/10004944668

Option pricing models and volatility using Excel®-VBA

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Persistent link: https://www.econbiz.de/10004882189

Die neue Investitionstheorie der Realoptionen und ihre Auswirkungen auf die Regulierung im Telekommunikationssektor

Alkas, Hasan - 2002

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The journal of computational finance

London : Incisive Media; anfangs: London : Risk Publ. - 1.1998 -

Persistent link: https://www.econbiz.de/10008404916

Real options analysis

Legrand, Jason B. (contributor) - 2012

Persistent link: https://www.econbiz.de/10009495656

Option strategies : profit-making techniques for stock, stock index, and commodity options

Smith, Courtney - 2008 - 3. ed.

Persistent link: https://www.econbiz.de/10004923599

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