Narrow search
Showing 1 - 10 of 19,663
Cover Image
Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
Cover Image
A stochastic control approach to managed futures portfolios
Leung, Tim; Yan, Raphael - In: International journal of financial engineering 6 (2019) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012028856
Cover Image
On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H. - In: Management science : journal of the Institute for … 35 (1989) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
Cover Image
A lattice framework for option pricing with two state variables
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
Cover Image
Option bounds in discrete time and the pricing of corporate debt
Perrakis, Stylianos - In: Advances in futures and options research : a research annual 2 (1987), pp. 179-207
Persistent link: https://www.econbiz.de/10001081779
Cover Image
An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
Cover Image
Die Genetische Programmierung als Instrument zur theorie- und empiriegeleiteten Bewertung von derivaten Finanzierungstiteln
Keber, Christian - In: Zum Erkenntnisstand der Betriebswirtschaftslehre am …, (pp. 113-133). 2001
Persistent link: https://www.econbiz.de/10001591230
Cover Image
Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation
Günther, Michael; Jüngel, Ansgar - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001768648
Cover Image
Asset liability management and duration matching using financial futures : a mathematical programming approach
Dandapani, Krishnan - In: The review of research in banking and finance : a … 4 (1988) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10001100661
Cover Image
A quadratic programming algorithm for deriving efficient farm plans in a risk setting
Bauer, Leonard - 1971
Persistent link: https://www.econbiz.de/10001876522