Suchergebnisse für das Fachgebiet:
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Ergebnisse 1-10 innerhalb von 55 Dokumenten
Price Discovery in the Presence of Boundedly Rational Agents [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 3. S.235-249
A Multifactor Volatility Heston Model [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 6. S.591-604
The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 1. S.63-74
Update rules for convex risk measures [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 8. S.833-843
Solvable Local and Stochastic Volatility Models: Supersymmetric Methods in Option Pricing [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 5. S.525-535
Correlation Smile Matching for CDO Tranches with α Stable Distributions and Fitted Archimedan Copulas [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 4. S.439-449
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models [Zeitschriftenartikel]
Quelle: Quantitative Finance, 6 (2006) 2. S.125-145
A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing [Zeitschriftenartikel]
Quelle: Quantitative Finance, 10 (2010) 1. S.75-90
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 2. S.119-133
A Continuous-Time Model for Reinvestment Risk in Bond Markets [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 4. S.451-464