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Zur Angemessenheit von Optionspreisen
Ergebnisse einer empirischen Überprüfung des Black/Scholes-Modells -
Über kurz oder lang - welche Rolle spielt der Anlagehorizont bei Investitionsentscheidungen?
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Pricing and hedging of oil futures - a unifying approach -
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Noise Traders? Trigger Rates, FX Options, and Smiles
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Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm
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Continuous time limits in the generalized Ho-Lee framework under the forward measure
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A systematic approach to pricing and hedging of international derivates with interest rate risk
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Bewertung und Eigenschaften von Rainbow-Optionen
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
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Lognormality of rates and term structure models
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Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm
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Bounds on European option prices under stochastic volatility
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A systematic approach to pricing and hedging of international derivates with interest rate risk
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Principles of model independent derivative pricing
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The pricing and hedging of options in finitely elastic markets
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Convergence of option values under incompleteness
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Approximation pricing and the variance optimal martingale measure
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General option pricing beyond Black-Scholes
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A generic methodology for the valuation of life insurance contracts and embedded options
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Fast analytic option valuation with GARCH
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Nonlinear models in option pricing
an introduction -
Pricing and hedging of oil futures
a unifying approach -
Modular pricing of options
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Noise traders' trigger rates, FX options, and smiles
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An experimental investigation of the option pricing approach