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~person:"Chance, Don M."
~person:"Platen, Eckhard"
~subject:"Bewertung"
~subject:"Volatility"
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Bewertung
Volatility
Derivat
46
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10
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Chance, Don M.
Platen, Eckhard
Benth, Fred Espen
12
Gannon, Gerard L.
12
McAleer, Michael
10
Chiarella, Carl
9
Escobar, Marcos
9
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8
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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Au-Yeung, Siu Pang
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4
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Monograph series in finance and economics
1
Operations research letters
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1
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
2
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675074
Saved in:
3
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
4
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
5
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
6
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
7
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
8
The effect of margins on the volatility of stock and derivative markets : a review of the evidence
Chance, Don M.
-
1990
Persistent link: https://www.econbiz.de/10013383796
Saved in:
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