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Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer; Zhu, Jianwei - 1998 - Rev.
Persistent link: https://www.econbiz.de/10000676009
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf; Kreer, Markus; Lenssen, Mark - 1995
Persistent link: https://www.econbiz.de/10000929353
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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Optionsbewertung unter der Annahme eines Nicht-Markov-Prozesses
Regensburger, Isolde Katharina - 1994
Persistent link: https://www.econbiz.de/10000902684
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Essays on derivatives pricing theory
Heynen, Ronald C. - 1995
Persistent link: https://www.econbiz.de/10000904790
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Le processus mixte appliqué à l'évolution du prix des actions suisses et son influence sur le prix des options
Bruand, Martin - 1994
Persistent link: https://www.econbiz.de/10000905518
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Downside risk, options, and investment time horizon
Zimmermann, Heinz - 1993
Persistent link: https://www.econbiz.de/10000907145