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Option pricing theory
Portfolio-Management
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19
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16
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Zagst, Rudi
19
Escobar, Marcos
12
Götz, Barbara
5
Brunner, Bernhard
2
Krayzler, Mikhail
2
Neykova, Daniela
2
Panz, Sven
2
Rauch, Johannes
2
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1
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1
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1
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1
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1
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1
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1
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1
Molter, Eric
1
Schmid, Beat
1
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Applied mathematical finance
5
The journal of computational finance
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Decisions in economics and finance : a journal of applied mathematics
1
International journal of theoretical and applied finance
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International review of financial analysis
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Operations research perspectives
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Review of derivatives research
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ECONIS (ZBW)
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1
Interest-rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10001532032
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2
A Three-factor defaultable term structure model
Schmid, Bernd
;
Zagst, Rudi
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
Saved in:
3
Pricing certificates under issuer risk
Götz, Barbara
;
Zagst, Rudi
;
Escobar, Marcos
- In:
Alternative investments and strategies : credit, …
,
(pp. 123-146)
.
2010
Persistent link: https://www.econbiz.de/10008655205
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4
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
5
Valuation of mortgage-backed securities and mortgage dervatives : a closed-form approximation
Kolbe, Andreas
;
Zagst, Rudi
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 401-427
Persistent link: https://www.econbiz.de/10003916625
Saved in:
6
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
7
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
8
Empirical evaluation of hybrid defaultable bond pricing models
Antes, S.
;
Ilg, M.
;
Schmid, Beat
;
Zagst, Rudi
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 219-249
Persistent link: https://www.econbiz.de/10003751234
Saved in:
9
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
10
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
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