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Option Prices with Stochastic...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
21
Theory
21
Stochastic process
9
Stochastischer Prozess
9
Volatility
8
Volatilität
8
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Black-Scholes model
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Frey, Rüdiger
7
Sandmann, Klaus
4
Sommer, Daniel
4
Aase Nielsen, Jørgen
3
Leisen, Dietmar
3
Musiela, Marek
2
Schweizer, Martin
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / B
Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Swiss Finance Institute Research Paper
43
Discussion paper / Tinbergen Institute
36
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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CoFE discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers of interdisciplinary research project 373
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Les cahiers de recherche / HEC Paris
18
Working paper series / Centre for Practical Quantitative Finance
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17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
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16
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15
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13
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12
Meddelanden från Svenska Handelshögskolan
12
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Bonn Econ Discussion Papers / BGSE
11
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
SSE EFI working paper series in economics and finance
11
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ECONIS (ZBW)
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21
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001392972
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22
Security linked life policies under stochastic interest rates
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1995
Persistent link: https://www.econbiz.de/10000926601
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23
Convergence of option values under incompleteness
Runggaldier, Wolfgang J.
-
1995
Persistent link: https://www.econbiz.de/10000927701
Saved in:
24
Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin
-
1995
Persistent link: https://www.econbiz.de/10000927705
Saved in:
25
Continuous-time term structure models
Musiela, Marek
;
Rutkowski, Marek
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000602499
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