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~subject:"Black-Scholes-Modell"
~subject:"Optionsgeschäft"
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Search: subject_exact:"Brownian motion"
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Black-Scholes-Modell
Optionsgeschäft
Brownian motion
332
Stochastischer Prozess
80
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69
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67
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2
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1
Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
2
Multi-step double barrier options
Lee, Hangsuck
;
Jeong, Himchan
;
Lee, Minha
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
Saved in:
3
Multi-step reflection principle and barrier options
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
Saved in:
4
Valuation of piecewise linear barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
Saved in:
5
Markovprozesse und stochastische Differentialgleichungen : vom Zufallsspaziergang zur Black-Scholes-Formel
Behrends, Ehrhard
-
2013
Persistent link: https://www.econbiz.de/10009678166
Saved in:
6
Bounds on the value of barrier options with curved boundaries
Thompson, G. W. P.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736168
Saved in:
7
Fast narrow bounds on the value of Asian options
Thompson, G. W. P.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736170
Saved in:
8
On the equivalence of floating and fixed-strike Asian options
Henderson, Vicky
;
Wojakowski, Rafa L.
-
2001
Persistent link: https://www.econbiz.de/10009581665
Saved in:
9
An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10011513295
Saved in:
10
Option Pricing with Discrete Rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
This paper considers the option pricing when dynamic portfolios are discretely rebalanced.
Persistent link: https://www.econbiz.de/10005843341
Saved in:
11
An introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001391962
Saved in:
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