Skip to contents Pape, Ulrich [Author]; Merk, Andreas [Author] Zur Angemessenheit von Optionspreisen : Ergebnisse einer empirischen Überprüfung des Black-Scholes-Modells Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: ESCP-EAP, Europ. Wirtschaftshochsch., 2003 Published in: ESCP-EAP European School of Management: ESCP-EAP working paper ; 4 Capiński, Marek [Author]; Kopp, Peter E. [Author] The Black-Scholes model Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge University Press, 2012 Published in: Mastering mathematical finance Rückert, Nadja [Author]; Anderssen, Robert S. [Author]; Hofmann, Bernd [Author] Stable parameter identification evaluation of volatility Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chemnitz: Techn. Univ., Fak. Mathematik, 2012 Published in: Technische Universität Chemnitz: Preprint ; 2012,3 Popovici, Stefan Alex [Author] Analysis of continuous time equilibrium financial market models Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2004 Wilhelm, Jochen [Author] Option prices with stochastic interest rates - Black-Scholes and Ho-Lee unified : second draft Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Passau: Univ., Faculty of Business Administration, 2001 Published in: Universität Passau: Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe ; 8 Schachermayer, Walter [Author] Asymptotic theory of transaction costs Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Zürich: European Mathematical Society, [2017] Published in: Zurich lectures in advanced mathematics Schlüchtermann, Georg [Author]; Pilz, Stefan [Author] Modellierung derivater Finanzinstrumente : Theorie und Implementierung - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Vieweg + Teubner, 2010 Published in: Studienbücher Wirtschaftsmathematik- Studium Profeta, Christophe [Author]; Roynette, Bernard [Author]; Yor, Marc [Author] Option prices as probabilities : a new look at generalized black-scholes formulae Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2010 Published in: Springer Finance ; lecture notes- Lecture notes Merk, Andreas [Author] Optionsbewertung in Theorie und Praxis : theoretische und empirische Überprüfung des Black/Scholes-Modells - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Gabler, 2011 Published in: Gabler research Seydel, Rüdiger [Author] Tools for computational finance - [4. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg: Springer, 2009 Published in: Universitext- UTX Chan, Ngai Hang [Author]; Wong, Hoi Ying [Author]; Wong, Hoi-Ying [Author] Simulation techniques in financial risk management Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley-Interscience, 2006 Published in: Statistics in practice Dineen, Seán [Author] Probability theory in finance : a mathematical guide to the Black-Scholes formula Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Providence, RI: American Mathematical Soc., c 2005 Published in: Graduate studies in mathematics ; 70 Sandmann, Klaus [Author] Einführung in die Stochastik der Finanzmärkte - [2., verbesserte und erweiterte Auflage] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2001 Sandmann, Klaus [Author] Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 1999 Chorro, Christophe [Author]; Guégan, Dominique [Author]; Ielpo, Florian [Author] A time series approach to option pricing : models, methods and empirical performances Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2015 Blumenthal, Philip M. [Author] ; Institut für Seeverkehrswirtschaft und Logistik Optionsscheine auf Frachtraten : Modellierung und empirische Überprüfung für den Container-Seeverkehr Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: PL Academic Research, [2013] Published in: Maritime Logistik ; 7 Kennedy, Douglas [Author] Stochastic financial models Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton [u.a.]: CRC Press, Taylor & Francis, 2010 Published in: Chapman & Hall/CRC financial mathematics series- A Chapman & Hall book Kleinert, Hagen [Author] Path integrals in quantum mechanics, statistics, polymer physics and financial markets - [4. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Singapore [u.a.]: World Scientific, 2006 Benkert, Christoph [Author] Default risk in bond and credit derivatives markets Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Lecture notes in economics and mathematical systems ; 543 Lütkebohmert, Eva [Author] Finite dimensional realizations of interest rate models with jumps and an asymptotic expansion for the Black-Scholes model with generalized volatility Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2004
Pape, Ulrich [Author]; Merk, Andreas [Author] Zur Angemessenheit von Optionspreisen : Ergebnisse einer empirischen Überprüfung des Black-Scholes-Modells Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: ESCP-EAP, Europ. Wirtschaftshochsch., 2003 Published in: ESCP-EAP European School of Management: ESCP-EAP working paper ; 4
Capiński, Marek [Author]; Kopp, Peter E. [Author] The Black-Scholes model Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge University Press, 2012 Published in: Mastering mathematical finance
Rückert, Nadja [Author]; Anderssen, Robert S. [Author]; Hofmann, Bernd [Author] Stable parameter identification evaluation of volatility Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chemnitz: Techn. Univ., Fak. Mathematik, 2012 Published in: Technische Universität Chemnitz: Preprint ; 2012,3
Popovici, Stefan Alex [Author] Analysis of continuous time equilibrium financial market models Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2004
Wilhelm, Jochen [Author] Option prices with stochastic interest rates - Black-Scholes and Ho-Lee unified : second draft Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Passau: Univ., Faculty of Business Administration, 2001 Published in: Universität Passau: Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe ; 8
Schachermayer, Walter [Author] Asymptotic theory of transaction costs Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Zürich: European Mathematical Society, [2017] Published in: Zurich lectures in advanced mathematics
Schlüchtermann, Georg [Author]; Pilz, Stefan [Author] Modellierung derivater Finanzinstrumente : Theorie und Implementierung - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Vieweg + Teubner, 2010 Published in: Studienbücher Wirtschaftsmathematik- Studium
Profeta, Christophe [Author]; Roynette, Bernard [Author]; Yor, Marc [Author] Option prices as probabilities : a new look at generalized black-scholes formulae Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2010 Published in: Springer Finance ; lecture notes- Lecture notes
Merk, Andreas [Author] Optionsbewertung in Theorie und Praxis : theoretische und empirische Überprüfung des Black/Scholes-Modells - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Gabler, 2011 Published in: Gabler research
Seydel, Rüdiger [Author] Tools for computational finance - [4. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg: Springer, 2009 Published in: Universitext- UTX
Chan, Ngai Hang [Author]; Wong, Hoi Ying [Author]; Wong, Hoi-Ying [Author] Simulation techniques in financial risk management Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley-Interscience, 2006 Published in: Statistics in practice
Dineen, Seán [Author] Probability theory in finance : a mathematical guide to the Black-Scholes formula Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Providence, RI: American Mathematical Soc., c 2005 Published in: Graduate studies in mathematics ; 70
Sandmann, Klaus [Author] Einführung in die Stochastik der Finanzmärkte - [2., verbesserte und erweiterte Auflage] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2001
Sandmann, Klaus [Author] Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 1999
Chorro, Christophe [Author]; Guégan, Dominique [Author]; Ielpo, Florian [Author] A time series approach to option pricing : models, methods and empirical performances Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2015
Blumenthal, Philip M. [Author] ; Institut für Seeverkehrswirtschaft und Logistik Optionsscheine auf Frachtraten : Modellierung und empirische Überprüfung für den Container-Seeverkehr Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: PL Academic Research, [2013] Published in: Maritime Logistik ; 7
Kennedy, Douglas [Author] Stochastic financial models Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton [u.a.]: CRC Press, Taylor & Francis, 2010 Published in: Chapman & Hall/CRC financial mathematics series- A Chapman & Hall book
Kleinert, Hagen [Author] Path integrals in quantum mechanics, statistics, polymer physics and financial markets - [4. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Singapore [u.a.]: World Scientific, 2006
Benkert, Christoph [Author] Default risk in bond and credit derivatives markets Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Lecture notes in economics and mathematical systems ; 543
Lütkebohmert, Eva [Author] Finite dimensional realizations of interest rate models with jumps and an asymptotic expansion for the Black-Scholes model with generalized volatility Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2004
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