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1
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
2
A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
Huang, Jacqueline
;
Pang, Jong-Shi
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001528153
Saved in:
3
Kapitalkostenermittlung im Shareholder Value-Konzept mit Hilfe optionspreistheoretischer Ansätze
Ritter, Michael
-
2000
Persistent link: https://www.econbiz.de/10001532581
Saved in:
4
Derivatbewertung aus theoretischer und praktischer Sicht
Wolter, Hans-Jürgen
- In:
Aufgaben von Wissenschaft und Praxis im nächsten …
,
(pp. 249-279)
.
2000
Persistent link: https://www.econbiz.de/10001536824
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
6
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
7
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
Saved in:
8
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
9
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
Saved in:
10
The entropy
theory
of stock option pricing
Gulko, Les
- In:
International journal of theoretical and applied finance
2
(
1999
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
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