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Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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New evidence on the implied-realized volatility relation
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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Cross-currency LIBOR market models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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Exotic options : proofs without formulas
Poulsen, R. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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Higher-order finite element solutions of options prices
Raahauge, Peter (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622