Narrow search
Showing 1 - 10 of 14
Cover Image
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Cover Image
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Cover Image
A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Cover Image
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Cover Image
Cross-currency LIBOR market models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Cover Image
Exotic options : proofs without formulas
Poulsen, R. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Cover Image
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Cover Image
Higher-order finite element solutions of options prices
Raahauge, Peter (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Cover Image
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Cover Image
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R. (contributor); Hurd, T.R. (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279