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The Pricing of Derivatives on Assets with Quadratic Volatility
Zühlsdorff, Christian - 2002
The basic model of financial economics is the Samuelson model of geometric Brownian motion because of the celebrated Black-Scholes formula for pricing the call option. The assets volatility is a linear function of the asset value and the model garantees positive asset prices. In this paper it is...
Persistent link: https://www.econbiz.de/10009138387
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Neue Datenangebote in den Forschungsdatenzentren – Betriebs- und Unternehmensdaten im Längsschnitt –
Brandt, Maurice; Oberschachtsiek, Dirk; Pohl, Ramona - In: AStA Wirtschafts- und Sozialstatistisches Archiv 2 (2008) 3, pp. 193-207
Persistent link: https://www.econbiz.de/10005014997
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Business activity statistics
Wellington - Nachgewiesen 1992/93(1994); 4.1995(1996) -
Persistent link: https://www.econbiz.de/10000535680
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Statistical bulletin / Central Bank of Nigeria
Central Bank of Nigeria - [1992?-2004?]: Lagos : [Verlag nicht ermittelbar] - 3.1992,2 - 15.2004 nachgewiesen
Persistent link: https://www.econbiz.de/10000535745
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an- Našra al-iḥṣāʾīya al-faṣlīya / Bank al-Kuwait al-Markazī, Idārat al-Buḥūṯ al-Iqtiṣādīya
Bank al-Kuwait al-Markazī / Idārat al-Buḥūṯ … - [Kuwait] - Volume 15, no. 2 (1988)-volume 45, no. 1 (January/March …
Persistent link: https://www.econbiz.de/10000535761
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Banque de données économiques et financières
Senegal / Direction de la prévision et de la statistique - Dakar - 1985 - 1994 nachgewiesen
Persistent link: https://www.econbiz.de/10000535832
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Shuyō-keizai-shakai-shihyō
Nihon-Seisaku-Tōshi-Ginkō <Tokio> / Chōsabu - Tōkyō - Nachgewiesen Nr. 170.1994 - 228.1998; [N.F.] Nr. 1.1999 …
Persistent link: https://www.econbiz.de/10000536503
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Bulletin / Banque Nationale du Rwanda
Banque Nationale du Rwanda - Kigali - 10.1984 -
Persistent link: https://www.econbiz.de/10000536534
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Statistical handbook ... - states of the former USSR
Weltbank - Washington, DC : The World Bank - [1.]1992; 2.1993 -
Persistent link: https://www.econbiz.de/10000536546
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Bulletin semestriel de statistique
Dschibuti / Direction Nationale de la Statistique - Djibouti - 37.1984 - 39.1986; 41.1987(1988); 41bis.1988(1990); …
Persistent link: https://www.econbiz.de/10000536616