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Results 161-170 of 194.
Item hits:
| Date | Title |
Authors |
| 2008 | A partially linear approach to modelling the dynamics of spot and futures prices | Gaul, Jürgen / Theissen, Erik |
| 2012 | The forward premium puzzle and latent factors day by day | Bernoth, Kerstin / von Hagen, Jürgen / de Vries, Casper |
| 2009 | Credit dynamics in a first passage time model with jumps | Packham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M. |
| 2009 | Credit gap risk in a first passage time model with jumps | Packham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M. |
| 2002 | Efficient hedging for a complete jump-diffusion model | Kirch, Michael / Krutchenko, R. N. / Melnikov, Aleksandr V. |
| 2001 | Extracting implicit density functions from short term interest rate options | Nielsen, Hannah |
| 2001 | The dynamics of implied volatilities: A common principal components approach | Fengler, Matthias R. / Härdle, Wolfgang K. / Villa, Christophe |
| 2001 | Initial offerings of options | Müller, Sigrid M. |
| 1999 | Efficient hedging: Cost versus shortfall risk | Föllmer, Hans / Leukert, Peter |
| 1999 | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis | Hafner, Christian M. / Herwartz, Helmut |
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