Narrow search
Showing 1 - 10 of 15
Cover Image
A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
Evstigneev, Igor V.; Schürger, Klaus - 1993 - (Final version)
Persistent link: https://www.econbiz.de/10000412432
Cover Image
Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244
Cover Image
Modeling market risk in a jump-diffusion setting : a generalized Hofmann-Platen-Schweizer-Model
Wiesenberg, Holger - 1998
Persistent link: https://www.econbiz.de/10000986536
Cover Image
Bounds on European option prices under stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000974834
Cover Image
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
Cover Image
The stochastic finite element method and application in option pricing
Look, Stefan - 1998
Persistent link: https://www.econbiz.de/10000993239
Cover Image
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561
Cover Image
A market model for stochastic implied volatility
Schönbucher, Philipp J. - 1999
Persistent link: https://www.econbiz.de/10001392968
Cover Image
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001392972
Cover Image
On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108