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Results 31-40 of 187.
Item hits:
| Date | Title |
Authors |
| 2006 | Spectral calibration of exponential Lévy | Belomestny, Denis / Reiß, Markus |
| 2007 | Statistics of risk aversion | Giacomini, Enzo / Härdle, Wolfgang Karl |
| 2002 | Solving the Esscher puzzle: the NEF-GHS option pricing model | Fischer, Matthias J. |
| 2012 | Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank? | Schmidt, Wolfgang M. |
| 2002 | How to Avoid a Hedging Bias | Dudenhausen, Antje |
| 2004 | Tractable Hedging : An Implementation of Robust Hedging Strategies | Branger, Nicole / Mahayni, Antje |
| 2004 | Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? | Branger, Nicole / Schlag, Christian |
| 2004 | Is Jump Risk Priced? : What We Can (and Cannot) Learn From Option Hedging Errors | Branger, Nicole / Schlag, Christian |
| 2008 | Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen | Becker, Christoph / Wystup, Uwe |
| 2006 | Spectral calibration of exponential Lévy | Belomestny, Denis / Reiß, Markus |
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