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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001450616
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Closed form integration of artificial neural networks with some applications
Gottschling, Andreas; Häfke, Christian; White, Halbert - 1999
Persistent link: https://www.econbiz.de/10001436387
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The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10001465153
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A Libor market model with default risk
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598736
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Factor models for portfolio credit risk
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598740
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Extracting risk-neutral probability distributions from option prices using trading volume as a filter
Dupont, Dominique Y. - 2001
Persistent link: https://www.econbiz.de/10001608103
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Hedging barrier options : current methods and alternatives
Dupont, Dominique Y. - 2001
Persistent link: https://www.econbiz.de/10001608104
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Competition and irreversible investments under uncertainty
Moretto, Michele - 2003
Persistent link: https://www.econbiz.de/10001772823
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A diffusion approximation for the riskless profit under selling of discrete time call options
Nagaev, Sergei A. - 2003 - [Replacment copy]
Persistent link: https://www.econbiz.de/10001807837
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A Tree implementation of a credit spread model for credit derivatives
Schönbucher, Philipp J. - In: The journal of computational finance 6 (2002) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10001740884