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41
Derivate im Portfoliomanagement
Bossert, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011648924
Saved in:
42
The interrelation of prices, ratings and models in credit default swap and equity markets
Imbierowicz, Björn
-
2009
Persistent link: https://www.econbiz.de/10003916627
Saved in:
43
Impact of
volatility
jumps in a mean-reverting model :
derivative
pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
44
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
45
Fundamentals and advanced techniques in derivatives hedging
Bouchard, Bruno
;
Chassagneux, Jean-François
-
2016
Persistent link: https://www.econbiz.de/10011531565
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46
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian
-
2001
Persistent link: https://www.econbiz.de/10001626608
Saved in:
47
Stochastic
volatility
in financial markets : crossing the bridge to continuous time
Fornari, Fabio
;
Mele, Antonio
-
2000
Persistent link: https://www.econbiz.de/10001464294
Saved in:
48
Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionsprei...
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10013360927
Saved in:
49
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
50
Multiscale stochastic
volatility
model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
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