Selected problems in financial mathematics
Year of publication: |
2004
|
---|---|
Authors: | Ekström, Erik |
Publisher: |
Uppsala : Department of Mathematics, Uppsala University |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Arbitrage Pricing | Arbitrage pricing | Black-Scholes-Modell | Black-Scholes model | Suchtheorie | Search theory | Finanzmathematik | Mathematical finance |
-
The extended SSVI volatility surface
Hendriks, Sebas, (2019)
-
Pricing in (in)complete markets : structural analysis and applications
Esser, Angelika, (2004)
-
Delbaen, Freddy, (2006)
- More ...
-
Ekström, Erik, (2006)
-
Comparison of Two Methods for Superreplication
Ekström, Erik, (2012)
-
PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS
DYRSSEN, HANNAH, (2014)
- More ...