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Vinzenz Bronzin’s Option Pricing Models : Exposition and Appraisal

Hafner, Wolfgang - 2009

booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract …'s early work to light again and adds an almost forgotten piece of research to the theory of option pricing. …

Persistent link: https://www.econbiz.de/10013521267

Asymptotics for the survival probability of time-inhomogeneous diffusion processes

Wang, Yimei; Yang, Nian - In: Operations research letters 51 (2023) 3, pp. 308-311

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Option pricing with threshold diffusion processes

Su, Fei; Chan, Kung-sik - In: North American actuarial journal 20 (2016) 2, pp. 133-141

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Polynomial diffusions and applications in finance

Filipović, Damir; Larsson, Martin - In: Finance and stochastics 20 (2016) 4, pp. 931-972

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Nonparametric estimation of jump diffusion models

Park, Joon Y.; Wang, Bin - In: Journal of econometrics 222 (2021) 1,3, pp. 688-715

Persistent link: https://www.econbiz.de/10012619778

Continuous-time perpetuities and time reversal of diffusions

Kardaras, Constantinos; Robertson, Scott - In: Finance and stochastics 21 (2017) 1, pp. 65-110

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Barrier option pricing under a Markov Regime switching diffusion model

Zhang, Xiaoyuan; Zhang, Tianqi - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 273-280

Persistent link: https://www.econbiz.de/10014249123

Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications

Shi, Chao - In: Journal of economic dynamics & control 143 (2022), pp. 1-17

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Paul Samuelson and macroeconomics

Vela Vellupillai, K. - In: Paul Samuelson : master of modern economics, (pp. 343-373). 2019

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Technical progress and the diffusion of innovations : classical and Schumpeterian perspectives

Kurz, Heinz D. - In: Frontiers of economics in China : selected publications … 12 (2017) 3, pp. 418-449

Persistent link: https://www.econbiz.de/10011773652