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1
Essays on financial models
Amilon, Henrik
-
2000
Persistent link: https://www.econbiz.de/10001534304
Saved in:
2
A note on
hedging
in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
3
Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja
-
2000
Persistent link: https://www.econbiz.de/10001511096
Saved in:
4
An analytical approximation for the GARCH option pricing model
Duan, Jin-Chuan
;
Gauthier, Geneviève
;
Simonato, Jean-Guy
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 75-116
Persistent link: https://www.econbiz.de/10001517300
Saved in:
5
The GARCH option pricing model : a lattice approach
Cakici, Nusret
;
Topyan, Kudret
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 71-85
Persistent link: https://www.econbiz.de/10001517434
Saved in:
6
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
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7
Some exotic options under symmetric and asymmetric conditional volatility of returns
Walsh, David M.
- In:
Journal of multinational financial management
9
(
1999
)
3/4
,
pp. 403-417
Persistent link: https://www.econbiz.de/10001506210
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8
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
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9
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
2000
-
1. Aufl.
-Optionspreise mit Hilfe einer auf stochastischen Volatilitäten beruhenden
Optionspreistheorie
besser erklärt werden als mit den …
Persistent link: https://www.econbiz.de/10001534154
Saved in:
10
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
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