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Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001475180
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Applications en finance des réseaux neuronaux artificiels : l'approche multifactorielle des marchés et l'évaluation non-paramétrique des options
Vessereau, Thierry Patrick Raoul M. - 1999
Persistent link: https://www.econbiz.de/10001443090
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim; Gibson, Michael S.; Zhou, Hao - 2004
Persistent link: https://www.econbiz.de/10002368551
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Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven (contributor) - 2009
Persistent link: https://www.econbiz.de/10003825504
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662353
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663093
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Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong; Joshi, Mark S. - 2012
Persistent link: https://www.econbiz.de/10009553205
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Beiträge zur Analyse von Finanzmarktmodellen mit Transaktionskosten
Prelle, Claas - 2007
Persistent link: https://www.econbiz.de/10009537050
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Comparisons and asymptotics in the theory of portfolio optimization under fixed and proportional transaction costs
Ludwig, Andreas - 2012
Persistent link: https://www.econbiz.de/10009537732