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Comment on 'Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Levy Processes' by C. Ribeiro and N. Webber

Becker, Martin - In: Applied mathematical finance 17 (2010) 2, pp. 133-147

Persistent link: https://www.econbiz.de/10008418935

Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models

Becker, Martin - In: The journal of computational finance 13 (2010) 4, pp. 35-63

Persistent link: https://www.econbiz.de/10008437014

Continuous Costing Technologies - The Latest Continuous Casting Design for Increased Production, Extended Product Mix and Optimum Quality

Geerkens, Christian; Kempken, Jens; Dzierzawski, Joseph; … - In: Iron & steel technology : a publication of the … 4 (2007) 7, pp. 116-127

Persistent link: https://www.econbiz.de/10008243797

Technik + Trends - Umformtechnik - Soft Reduction von Knüppeln auf der Stranggiessanlage So der Saarstahl AG

Thome, Ralf; Ostheimer, Volker; Ney, Gerhard; Rüppel, Frank - In: Stahl und Eisen : Zeitschrift für die Herstellung und … 127 (2007) 2, pp. 43-52

Persistent link: https://www.econbiz.de/10007605439

Arbeitsvertrag und Arbeitsverhältnis in Deutschland

Becker, Martin; Venrooy, van - In: Recht der Arbeit : RdA ; Zeitschrift für die … 50 (1997) 1, pp. 49

Persistent link: https://www.econbiz.de/10006476210

PRODUKTLEBENSDAUER - Renovation von Investitionsgütern

Menrad, Wolfram; Becker, Martin - In: Zeitschrift für wirtschaftlichen Fabrikbetrieb : ZWF ; … 97 (2002) 10, pp. 540-542

Persistent link: https://www.econbiz.de/10007163850

Modeling and measuring intraday overreaction of stock prices

Klößner, Stefan; Becker, Martin; Friedmann, Ralph - In: Journal of banking & finance 36 (2012) 4, pp. 1152-1164

Persistent link: https://www.econbiz.de/10009834082

Optionen der Pachtpreisanpassung: Ex-Post-Analyse am Beispiel Niedersachsens

Plumeyer, Cord-Herwig; Theuvsen, Ludwig; Becker, Martin - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2009

In der deutschen Landwirtschaft ist die Bedeutung der Pacht von landwirtschaftlichen Nutzflächen zunehmend gestiegen, so dass immer mehr Betriebe von den Entwicklungen auf dem Landpachtmarkt beeinflusst werden. Besonders in Zeiten stark schwankender Erzeugerpreise und Erträge stellen die...

Persistent link: https://www.econbiz.de/10005026703

The Introduction of REITs - What Happened in Germany

Sotelo, Ramon; Bone-Winkel, Stephan; Becker, Martin - European Real Estate Society - ERES - 2005

After the introduction of REITs in France and together with the beginning of the discussion in the U.K. on the topic, the German Ministry of Finance asked in May 2004 the Centre for European Economic Research (ZEW) together with the ebs Real Estate Centre of the European Business School to...

Persistent link: https://www.econbiz.de/10010799689

Comment on 'Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Levy Processes' by C. Ribeiro and N. Webber

Becker, Martin - In: Applied Mathematical Finance 17 (2010) 2, pp. 133-146

Ribeiro and Webber (2006) propose a method to correct for simulation bias in the Monte Carlo valuation of options with pay-offs depending on the extreme value(s) of the underlying which is driven by a special Levy process, namely a normal inverse Gaussian (NIG) or a variance gamma (VG) process....

Persistent link: https://www.econbiz.de/10008674994