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Deriving the dependence structure of portfolio credit derivatives using evolutionary algorithms
Hager, Svenja; Schöbel, Rainer - 2006
Persistent link: https://www.econbiz.de/10004865747
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Kapitalmarkt und zeitkontinuierliche Bewertung
Schöbel, Rainer - 1995
Persistent link: https://www.econbiz.de/10004244024
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Options on short term interest rate futures
Schöbel, Rainer - 1990
Persistent link: https://www.econbiz.de/10004085902
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The pricing of interest rate cap, floor and collar agreements
Briys, Éric; Crouhy, Michel; Schöbel, Rainer - 1988
Persistent link: https://www.econbiz.de/10009587127
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Die Bewertung von Options- und Wandelanleihen mit Hilfe der Optionspreistheorie
Kruschwitz, Lutz; Schöbel, Rainer - 1985
Persistent link: https://www.econbiz.de/10004587205
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Risk attitudes of bond investors
Kellerhals, Boris Philipp; Schöbel, Rainer - 2001
Persistent link: https://www.econbiz.de/10004610453
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Pricing American options with Mellin transforms
Frontczak, Robert; Schöbel, Rainer - 2008
Persistent link: https://www.econbiz.de/10004946760
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On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
Frontczak, Robert; Schöbel, Rainer - 2009 - Mai 2009, rev. Juni 2009
Persistent link: https://www.econbiz.de/10004946763
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Risk preference based option pricing in a fractional brownian market
Rostek, Stefan; Schöbel, Rainer - 2006 - Aktuelle Version: Januar 2006
Persistent link: https://www.econbiz.de/10004886988
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The valuation of insurance contracts in an option pricing framework
Schöbel, Rainer - 1985
Persistent link: https://www.econbiz.de/10004684671