Narrow search
Showing 1 - 10 of 1,886
Cover Image
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna; Lhabitant, François-Serge; Talay, Denis - 1998
Persistent link: https://www.econbiz.de/10000168118
Cover Image
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959376
Cover Image
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan - 1994
Persistent link: https://www.econbiz.de/10000959539
Cover Image
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
Cover Image
Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
Cover Image
Opzioni lineamenti generali e modelli matematici
Izzi, Luisa - 1996
Persistent link: https://www.econbiz.de/10000968122
Cover Image
Shifted poisson processes and the pricing of perpetual American options
Michaud, Frédéric - 1997
Persistent link: https://www.econbiz.de/10000971722
Cover Image
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
Cover Image
Bootstrap derivative asset pricing
Markellos, Raphaēl N. - 1998
Persistent link: https://www.econbiz.de/10000996674