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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX index options market

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Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing

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Persistent link: https://www.econbiz.de/10004751183

Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen

Hafner, Michael - 2005

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Maximum-Entropie-Spektralanalyse ökonomischer Zeitreihen

Geyer, Alois - 1985

Persistent link: https://www.econbiz.de/10004037345

Methoden zur Analyse von kurzen Zeitreihen : Simulation stochastischer Prozesse und ihre Analyse im Frequenz- und Zeitbereich, einschliesslich Maximum-Likelihood-Schätzungen

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Dynamic hedging strategies and option pricing in bond market models with transaction costs

Heinzl, Thomas Anton - 1999

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Flexibilität und Hedging : Realoptionen in der Elektrizitätswirtschaft

Amend, Frank - 2000

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Hedging with trees : advances in pricing and risk managing derivatives

Broadie, Mark Nathan (contributor); … - 1998

Persistent link: https://www.econbiz.de/10004205753

Option hedging : dynamic and static replication of standard and barrier options, and risk management of options on more accurate sensitivities to improve edge capture ratios

Adiliberti, Francesco - 2001

Persistent link: https://www.econbiz.de/10004767104

Asset price volatility and option hedging in imperfectly elastic markets

Frey, Rüdiger - 1995

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