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~isPartOf:"Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011"
~subject:"EU-Staaten"
~subject:"Mykland conservative delta hedging"
~subject:"Volatilität"
~type_genre:"Book section"
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EU-Staaten
Mykland conservative delta hedging
Volatilität
Option pricing theory
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Fukasawa, Masaaki
1
Takahashi, Akihiko
1
Yamada, Toshihiro
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Yamazaki, Akira
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Pricing decisions in the euro area : how firms set prices and why
6
Europäisierte Regulierungsstrukturen und -netzwerke : Basis einer künftigen Infrastrukturvorsorge ; [... im Mai 2011 eine Konferenz zum Thema "Europäisierte Regulierungsstrukturen als Basis einer künftigen Infrastrukturvorsorge"]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Financial engineering
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Road congestion pricing in Europe : implications for the United States
3
Application of operations research to financial markets
2
Applied quantitative finance
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
2
Current topics in quantitative finance : with 23 tables
2
Der unvollendete Binnenmarkt
2
Dimensions of competitiveness
2
Essays in systematic asset pricing
2
Forecasting volatility in the financial markets
2
Handbook of financial time series
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Handbook of the equity risk premium
2
Microsoft on trial : legal and economic analysis of a transatlantic antitrust case
2
Network connectivity, systematic and systemic risk
2
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
2
Optimising strategies in the air transport business : survival of the fittest?
2
Recent developments in antitrust : theory and evidence
2
Regulatorische Risiken : das Ergebnis staatlicher Anmaßung oder ökonomisch notwendiger Intervention? ; gemeinsame Konferenz des IWH und der HHL
2
Regulatory reform of railways in Russia
2
Risk management and value : valuation and asset price
2
Social costs and sustainable mobility : strategies and experiences in Europe and the United States ; with 40 figures and 39 tables
2
Tax Treaties and EC law
2
Taxation and the green growth challenge
2
Telecommunication markets : drivers and impediments
2
Transfer pricing manual
2
Wirtschaftliche Macht - politische Ohnmacht? : Zur Liberalisierung und Re-Regulierung von Netzindustrien
2
Advanced mathematical methods for finance
1
Advances in financial risk management : corporates, intermediaries and portfolios
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Analytical approximation of
pricing
average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
Saved in:
2
A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Recent advances in financial engineering 2011: …
,
(pp. 133-181)
.
2012
Persistent link: https://www.econbiz.de/10009573432
Saved in:
3
Conservative Delta hedging under transaction costs
Fukasawa, Masaaki
- In:
Recent advances in financial engineering 2011: …
,
(pp. 55-72)
.
2012
Persistent link: https://www.econbiz.de/10009573488
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