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1
An empirical comparison of alternative stochastic
volatility
models
Belledin, Michael
;
Schlag, Christian
-
1999
-
Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
Saved in:
2
Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg
-
1996
-
1. Aufl.
Persistent link: https://www.econbiz.de/10004305654
Saved in:
3
Volatility
and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10004599959
Saved in:
4
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10004832143
Saved in:
5
Asset price
volatility
and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10004299305
Saved in:
6
Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes
Bertsch, Marina
-
2008
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10004912391
Saved in:
7
Contributions to short term financial risk management :
volatility
in high frequency data, Lévy processes and the dependence of jumps
Grothe, Oliver
-
2008
Persistent link: https://www.econbiz.de/10004926444
Saved in:
8
Handbook of
volatility
models and their applications
Bauwens, Luc
-
2012
Persistent link: https://www.econbiz.de/10009662621
Saved in:
9
Stock evolution under stochastic
volatility
: a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10004551397
Saved in:
10
An analysis of price
volatility
in different spot markets for electricity in the
U.S.A
.
Mount, Tim
;
Ning, Yumei
;
Oh, Hyungna
-
2000
Persistent link: https://www.econbiz.de/10004613384
Saved in:
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