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Option Prices with Stochastic...
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Option pricing theory
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Erasmus Research Institute of Management
National Bureau of Economic Research
61
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Institut für Schweizerisches Bankwesen <Zürich>
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Ekonomiska forskningsinstitutet <Stockholm>
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Johannes Gutenberg-Universität Mainz
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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An improved estimator for Black-Scholes-Merton implied volatility
Hallerbach, Winfried G.
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002190907
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2
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001709763
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3
An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001658554
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