Letzte Suchanfragen
Ergebnisse für *
Zeige Ergebnisse 1 bis 25 von 173.
-
Zur Angemessenheit von Optionspreisen
Ergebnisse einer empirischen Überprüfung des Black/Scholes-Modells -
Nonlinear models in option pricing
an introduction -
Superreplication in stochastic volatility models and optimal stopping
-
Projections of the stochastic discount factor and optimal volatility derivatives
-
Risk value analysis of covered short call and protective put portfolio strategies
-
Mispricing of S&P 500 Index Options
-
Asset Prices and Alternative Characterizations of the Pricing Kernel
-
An alternative derivation of the Black scholes formula
-
High order compact finite difference schemes for a nonlinear Black-Scholes equation
-
Taming the skew
higher-order moments in modeling asset price processes in finance -
Option hedging using empirical pricing kernels
-
Zur Angemessenheit von Optionspreisen
Ergebnisse einer empirischen Überprüfung des Black-Scholes-Modells -
Efficient computation of option price sensitivities using homogeneity and other tricks
-
Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
-
Empirical assessment of an intertemporal option pricing model with latent variables
-
Asymmetric smiles, leverage effects and structural parameters
-
An empirical investigation of continuous-time equity return models
-
Bayesian forecasting of options prices
a natural framework for pooling historical and implied volatility information -
The analysis of implied volatilites
-
Option prices under Bayesian learning
implied volatility dynamics and predictive densities -
Local volatility changes in the Black-Scholes model
-
Convergence of arbitrage-free discrete time Markovian market models
-
Neyman-Pearson hedging and dynamic measures of risk
-
Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
-
The pitfalls in inferring risk from financial market data