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A Reduced‐Form Model for Warra...
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A reduced-form model for warrant valuation
Jarrow, Robert A.
;
Trautmann, Siegfried
- In:
The financial review : the official publication of the …
46
(
2011
)
3
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009271345
Saved in:
2
Distribution free tests of the efficiency of the Frankfurt options exchange from April 5, 1983 through September 28, 1984
Trautmann, Siegfried
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
3
(
1985
)
2
,
pp. 1087-1094
Persistent link: https://www.econbiz.de/10001009775
Saved in:
3
Impact of stock price jumps on option values
Trautmann, Siegfried
;
Beinert, Michaela
- In:
Empirical research on the German capital market : with …
,
(pp. 303-322)
.
1999
Persistent link: https://www.econbiz.de/10001427695
Saved in:
4
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
5
Optimal control of option portfolios and applications
Korn, Ralf
;
Trautmann, Siegfried
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 123-146
Persistent link: https://www.econbiz.de/10001411523
Saved in:
6
Robustness of option-like warrant valuation
Schulz, G. U.
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 841-859
Persistent link: https://www.econbiz.de/10001174024
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7
Jump-diffusion models of German stock returns : a statistical investigation
Beinert, Michaela
- In:
Statistical papers
32
(
1991
)
4
,
pp. 269-361
Persistent link: https://www.econbiz.de/10001279111
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8
Local expected shortfall-hedging in discrete time
Schulmerich, Marco
;
Trautmann, Siegfried
- In:
European finance review : the official journal of the …
7
(
2003
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10001741802
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9
Modelling fixed income securities and interest rate options
Jarrow, Robert A.
-
1996
Persistent link: https://www.econbiz.de/10004308599
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10
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
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