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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377
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Pension schemes as options on pension fund assets : implications for pension fund management
Blake, David - 1995
Persistent link: https://www.econbiz.de/10000930381
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A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
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Australian Asian options
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
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Malliavin calculus in finance
Kohatsu-Higa, Arturo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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Representable options
Lenga, Matthias - 2017
Persistent link: https://www.econbiz.de/10012613284
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Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000930379