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Option Prices with Stochastic...
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Option pricing theory
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Advanced mathematical methods for finance
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Nonlinear models in mathematical finance : new research trends in option pricing
9
Numerical methods in finance
9
Numerical methods in finance : Bordeaux, June 2010
9
Valuation, financial modeling, and quantitative tools
9
Financial derivatives : pricing and risk management
8
Mathematical modeling and numerical methods in finance : special volume
8
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
8
Advances in finance and stochastics : essays in honour of Dieter Sondermann
7
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
7
Financial engineering
7
Applied quantitative finance
6
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
5
Mathematical control theory and finance
5
Advances of OR in commodities and financial modeling
4
Application of operations research to financial markets
4
Empirical research on the German capital market : with 60 tables
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Handbook of financial time series
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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New methods in fixed income modeling : fixed income modeling
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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The handbook of fixed income securities
4
The handbook of mortgage-backed securities
4
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3
Aspects of mathematical finance
3
Computational methods in financial engineering : essays in honour of Manfred Gilli
3
Contemporary quantitative finance : essays in honour of Eckhard Platen
3
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Credit risk : models, derivatives, and management
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Energy, natural resources and environmental economics
3
Essays on equity options
3
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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ECONIS (ZBW)
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Pricing options, forwards and futures using fuzzy set theory
Buckley, James J.
;
Eslami, Esfandiar
- In:
Fuzzy engineering economics with applications
,
(pp. 339-357)
.
2008
Persistent link: https://www.econbiz.de/10003755117
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2
Laplace transforms and the American call option
Alobaidi, Ghada
;
Mallier, Roland
- In:
Mathematical control theory and finance
,
(pp. 15-27)
.
2008
Persistent link: https://www.econbiz.de/10003755551
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3
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
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4
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
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5
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
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6
Variance reduction for MC/QMC methods to evaluate option prices
Fouque, Jean-Pierre
;
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003871156
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7
The Black-Scholes option pricing model
Malliaris, Anastasios G.
- In:
Financial derivatives : pricing and risk management
,
(pp. 371-385)
.
2010
Persistent link: https://www.econbiz.de/10003920434
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8
The Black-Scholes legacy : closed-form option pricing models
Câmara, António
- In:
Financial derivatives : pricing and risk management
,
(pp. 387-404)
.
2010
Persistent link: https://www.econbiz.de/10003920436
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9
Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
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10
Vinzenz Bronzins Optionspreismodelle in theoretischer und historischer Perspektive
Zimmermann, Heinz
;
Hafner, Wolfgang
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 733-758)
.
2006
Persistent link: https://www.econbiz.de/10003564473
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