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Keep on smiling? : the pricing...
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Branger, Nicole
14
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10
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6
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6
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3
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2
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Journal of banking & finance
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3
Finanzmarkt und Portfolio-Management
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Journal of financial and quantitative analysis : JFQA
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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1
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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OLC EcoSci
ECONIS (ZBW)
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Keep on smiling? The pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10009961911
Saved in:
2
Basel II : A Guarantee for a Stable Banking System?
Adams, Michael
;
Muck, Matthias
;
Rudolf, Markus
- In:
Finanzmarkt und Portfolio-Management
18
(
2004
)
3
,
pp. 306-311
Persistent link: https://www.econbiz.de/10006079085
Saved in:
3
Editorial : How Technology Stocks have became Poor Dogs and not Cash Cows
Muck, Matthias
;
Rudolf, Markus
- In:
Finanzmarkt und Portfolio-Management
17
(
2003
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10006083594
Saved in:
4
Zinsstrukturmodelle: Hedging im Hull/White-Einfaktormodell in diskreter und stetiger Zeit
Muck, Matthias
;
Rudolf, Markus
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
6
(
2004
)
7-8
,
pp. 551-561
Persistent link: https://www.econbiz.de/10006021049
Saved in:
5
Wissenschaftliche Beiträge - Bewertung von Swaptions im Hull-White-Modell
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
33
(
2004
)
4
,
pp. 211-216
Persistent link: https://www.econbiz.de/10007452930
Saved in:
6
Pricing Turbo Certificates in the Presence of Stochastic Jumps, Interest Rates, and Volatility
Muck, Matthias
- In:
Die Betriebswirtschaft : DBW
67
(
2007
)
2
,
pp. 224-240
Persistent link: https://www.econbiz.de/10007722660
Saved in:
7
WHERE SHOULD YOU BUY YOUR OPTIONS? THE PRICING OF EXCHANGE-TRADED CERTIFICATES AND OTC DERIVATIVES IN GERMANY
Muck, Matthias
;
Ye, George L.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 82
Persistent link: https://www.econbiz.de/10007296020
Saved in:
8
Trading strategies with partial access to the derivatives market
Muck, Matthias
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1288-1299
Persistent link: https://www.econbiz.de/10008400800
Saved in:
9
IMPROVING DISCRETE IMPLEMENTATION OF THE HULL AND WHITE TWO-FACTOR MODEL
Muck, Matthias
;
Rudolf, Markus
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 67
Persistent link: https://www.econbiz.de/10007150147
Saved in:
10
Wissenschaftliche Beiträge - Optionsbewertung mit stochastischer Volatilität Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10007420200
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