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~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
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A Simple Credit Risk Model wit...
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Optionspreistheorie
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Finance and stochastics
International journal of theoretical and applied finance
84
Applied mathematical finance
41
Insurance / Mathematics & economics
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
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34
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International review of financial analysis
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Pricing equity default swaps under the jump-to-default extended CEV model
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 513-540
Persistent link: https://www.econbiz.de/10009303137
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Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
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3
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
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Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
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5
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
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6
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
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7
Estimating the Hurst parameter from short term volatility swaps : a Malliavin calculus approach
Alòs, Elisa
;
Shiraya, Kenichiro
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012023744
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8
Applications of Malliavin calculus to Monte-Carlo methods in finance, [Teil] II
Fournié, Éric
(
contributor
)
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 201-236
Persistent link: https://www.econbiz.de/10001571492
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9
A class of risk neutral densities with heavy tails
Hartvig, Niels Væver
;
Ledet Jensen, Jens
;
Pedersen, Jan
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001553060
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10
Applications of Malliavin calculus to Monte Carlo methods in finance, [Teil 1]
Fournié, Éric
(
contributor
)
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10001412112
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