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Results 11-20 of 191.
Item hits:
| Date | Title |
Authors |
| 2006 | Interest rate convexity and the volatility smile | Boenkost, Wolfram / Schmidt, Wolfgang M. |
| 2008 | Forward-start options in the Barndorff-Nielsen-Shephard Model | Keller-Ressel, Martin / Kilin, Fiodar |
| 2004 | Cross currency swap valuation | Boenkost, Wolfram / Schmidt, Wolfgang M. |
| 2008 | On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model | Griebsch, Susanne / Wystup, Uwe |
| 2007 | Default swaps and hedging credit baskets | Schmidt, Wolfgang M. |
| 2003 | Notes on convexity and quanto adjustments for interest rates and related options | Boenkost, Wolfram / Schmidt, Wolfgang M. |
| 2006 | Risk preference based option pricing in a fractional Brownian market | Rostek, Stefan / Schöbel, Rainer |
| 2005 | A note on the correlation smile | Hager, Svenja / Schöbel, Rainer |
| 2009 | Valuing options in Heston's stochastic volatility model: Another analytical approach | Frontczak, Robert |
| 2009 | On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options | Frontczak, Robert / Schöbel, Rainer |
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