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Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10004551397
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Bounds on European option prices under stochastic volatility
Frey, Rüdiger; Sin, Carlos A. - 1997
Persistent link: https://www.econbiz.de/10004551538
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Continuous stochastic calculus with applications to finance
Meyer, Michael J. - 2001
Persistent link: https://www.econbiz.de/10004603048
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The CRB encyclopedia of commodity and financial prices 2006
Lown, Christopher J. - 2006
Persistent link: https://www.econbiz.de/10004526767
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Monte Carlo : methodologies and applications for pricing and risk management
Dupire, Bruno (contributor) - 1998
Persistent link: https://www.econbiz.de/10004023087
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Numerical methods for stochastic processes
Bouleau, Nicolas; Lépingle, Dominique - 1994
Persistent link: https://www.econbiz.de/10004182323
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Stochastic processes with applications to finance
Kijima, Masaaki - 2003
Persistent link: https://www.econbiz.de/10004446940
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PDE and martingale methods in option pricing
Pascucci, Andrea - 2011
Persistent link: https://www.econbiz.de/10009386929
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004601510
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Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Fischer, Matthias - In: Quantitative Finanzwirtschaft : Schriftenreihe zu …. 2002
Persistent link: https://www.econbiz.de/10004751183