Narrow search
Showing 1 - 10 of 19
Cover Image
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
Cover Image
Locally time homogeneous time series modelling
Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008
Persistent link: https://www.econbiz.de/10003805435
Cover Image
The political economy of fiscal policy : public deficits, volatility, and growth
Woo, Jaejoon - 2006
Persistent link: https://www.econbiz.de/10008732466
Cover Image
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter; Sayer, Tilman; Szimayer, Alexander - 2011
Persistent link: https://www.econbiz.de/10009688311
Cover Image
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi; Kock, Johan de - 2011
Persistent link: https://www.econbiz.de/10009688312
Cover Image
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi; Szimayer, Alexander; Wagner, Andreas - 2009
Persistent link: https://www.econbiz.de/10009688320
Cover Image
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander; Dimitroff, Geogri; Lorenz, Stefan - 2009
Persistent link: https://www.econbiz.de/10009688323
Cover Image
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei - 2000
Persistent link: https://www.econbiz.de/10001499875
Cover Image
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
Cover Image
Estimating the functional components of asset price volatilities
Heid, Frank - 1997
Persistent link: https://www.econbiz.de/10000978817