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Scaling invariance and contingent claim pricing
Hoogland, J. K.; Neumann, C. D. D. - 1999
Persistent link: https://www.econbiz.de/10001432470
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Scaling invariance and contingent claim pricing ; [1]
Hoogland, J. K.; Neumann, C. D. D. - 1999
Persistent link: https://www.econbiz.de/10001432477
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Local scale invariance and contingent claim pricing
Hoogland, J. K.; Neumann, C. D. D. - In: International journal of theoretical and applied finance 4 (2001) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001554193
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Local scale invariance and contingent claim pricing, [Teil] II: Path-dependent contingent claims
Hoogland, J. K.; Neumann, C. D. D. - In: International journal of theoretical and applied finance 4 (2001) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10001554199
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Asians and cash dividends : exploiting symmetries in pricing theory
Hoogland, J. K.; Neumann, C. D. D. - 2000
Persistent link: https://www.econbiz.de/10001524821
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Symmetries in jump-diffusion models with applications in option pricing and credit risk
Hoogland, J. K.; Neumann, C. D. D.; Vellekoop, Michel - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 135-172
Persistent link: https://www.econbiz.de/10001769125