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Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo; Tassinari, Gian Luca; … - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform
Tassinari, Gian Luca; Bianchi, Michele Leonardo - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10010391513
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Spanning and derivative-security valuation
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
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Robustness of the Black-Scholes approach in the case of options on several assets
Romagnoli, Silvia; Vargiolu, Tiziano - In: Finance and stochastics 4 (2000) 3, pp. 325-341
Persistent link: https://www.econbiz.de/10001487081
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The pricing of forward-starting Asian options
Bouaziz, Laurent; Briys, Eric; Crouhy, Michel - 1991
Persistent link: https://www.econbiz.de/10000827880
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Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000674017
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Einsatz der Portfoliooptimierung im Asset Allocation-Prozess : Theorie und Umsetzung in die Praxis
Gügi, Patrick - 1995
Persistent link: https://www.econbiz.de/10000914088
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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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Optionen auf den Bund-Future-Kontrakt der LIFFE
Hahn, Jörg - 1995
Persistent link: https://www.econbiz.de/10000899519
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A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G. - 1994
Persistent link: https://www.econbiz.de/10000901363