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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001498159
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001440110
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Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen - 1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001407653
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Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 4 (2000) 2, pp. 147-159
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001486694
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001486701
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000834044
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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000676156
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000874371
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000993233
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Optionsbewertung und Absicherungsstrategien
Bär, Jürgen - 1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000993460