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Kapitalmarkt und zeitkontinuierliche Bewertung

Schöbel, Rainer - 1995

Persistent link: https://www.econbiz.de/10000904732

Optionsbewertung und Absicherungsstrategien

Bär, Jürgen - 1999

Persistent link: https://www.econbiz.de/10000993460

Information-time option pricing : theory and empirical evidence

Chang, Carolyn C. W. - In: Journal of financial economics 48 (1998) 2, pp. 211-242

Persistent link: https://www.econbiz.de/10001238938

From discrete to continuous financial models : new convergence results for option pricing

Cutland, Nigel - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 101-123

Persistent link: https://www.econbiz.de/10001333351

Convergence of American option values from discrete- to continuous-time financial models

Amin, Kaushik I. - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 289-304

Persistent link: https://www.econbiz.de/10001185091

From discrete- to continuous-time finance : weak convergence of the financial gain process

Duffie, Darrell - In: Mathematical finance : an international journal of … 2 (1992) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001185155

Option pricing with stochastic volatility : information-time vs. calendar-time

Chang, Carolyn C. W. - In: Management science : journal of the Institute for … 42 (1996) 7, pp. 974-991

Persistent link: https://www.econbiz.de/10001204540

Bewertung derivativer Finanztitel in zeit- und zustandsdiskreten Modellen

Schlag, Christian - 1995

Persistent link: https://www.econbiz.de/10013340902

The Option Value in Timing Derivative Trades

Drost, Feike C. - 2015

Risk-neutral traders executing derivative trades on behalf of portfolio managers maximize their expected profit compared to trading at pre-determined times by timing trades, using the quickly changing risk exposures of derivative baskets. The optimal order submission strategy is a sequence of...

Persistent link: https://www.econbiz.de/10013026882

Lattice Time

Insall, Matt - 2018

We will discuss some applications to Temporal Reasoning Systems, in which the set of times over which we reason forms a lattice. Related work can be found in the papers of Owicki and Lamport, McMillin et. al., among others

Persistent link: https://www.econbiz.de/10012922358