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FFT based option pricing

Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10004246200

Common functional implied volatility analysis

Benko, Michal; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10004246207

Nonparametric risk management with generalized hyperbolic distributions

Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh - 2005

Persistent link: https://www.econbiz.de/10004868772

Selecting comparables for the valuation of European firms

Dittmann, Ingolf; Weiner, Christian - 2005

Persistent link: https://www.econbiz.de/10004868774

Duality theory for optimal investments under model uncertainty

Schied, Alexander; Wu, Ching-Tang - 2005

SFB 649 Discussion Paper 2005-025 Duality Theory for Optimal Investments under Model …. Econometrica 55, no. 1, 95-115 (1987). SFB 649 Discussion Paper Series For a complete list of Discussion Papers published by …

Persistent link: https://www.econbiz.de/10004868801

Getting used to risks : reference dependence and risk inclusion

Matthey, Astrid - 2005

SFB 649 Discussion Paper 2005-036 Getting Used to Risks: Reference Dependence and Risk …

Persistent link: https://www.econbiz.de/10004868804

Optimal sticky prices under rational inattention

Mackowiak, Bartosz; Wiederholt, Mirko - 2005

SFB 649 Discussion Paper 2005-040 Optimal Sticky Prices under Rational Inattention …

Persistent link: https://www.econbiz.de/10004868807

Fixed prize tournaments versus first price auctions in innovation contests

Schöttner, Anja - 2005

Persistent link: https://www.econbiz.de/10004868808

Bank finance versus bond finance : what explains the difference between US and Europe?

De Fiore, Fiorella; Uhlig, Harald - 2005

Persistent link: https://www.econbiz.de/10004868831

Competitive risk sharing contracts with one-sided commitment

Krueger, Dirk; Uhlig, Harald - 2005

Persistent link: https://www.econbiz.de/10004868832

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