Browsen in EconStor gesamt nach Autor:innen Schöbel, Rainer
Zeige Ergebnisse 1 bis 13 von 13
Erscheinungsjahr | Titel | Autor:innen |
1996 | Kontrolle von Chaos am Beispiel des Kaldor-Modells | Heilig, Stephan; Schöbel, Rainer |
1996 | Volatility and GMM: Monte Carlo studies and empirical estimations | Nagel, Hartmut; Schöbel, Rainer |
1997 | A note on the valuation of risky corporate bonds | Schöbel, Rainer |
1998 | Can trading volume explain option prices? | Nagel, Hartmut; Schöbel, Rainer |
1998 | Stochastic volatility with an Ornstein-Uhlenbeck process: An extension | Schöbel, Rainer; Zhu, Jianwei |
2000 | Pricing and hedging of oil futures: A unifying approach | Bühler, Wolfgang; Korn, Olaf; Schöbel, Rainer |
2001 | Controlling chaos in a model with heterogeneous beliefs | Heilig, Stephan; Schöbel, Rainer |
2005 | A note on the correlation smile | Hager, Svenja; Schöbel, Rainer |
2006 | Risk preference based option pricing in a fractional Brownian market | Rostek, Stefan; Schöbel, Rainer |
2006 | Deriving the dependence structure of portfolio credit derivatives using evolutionary algorithms | Hager, Svenja; Schöbel, Rainer |
2006 | An overreaction implementation of the coherent market hypothesis and option pricing | Schöbel, Rainer; Veith, Jochen |
2008 | Pricing American options with Mellin transforms | Frontczak, Robert; Schöbel, Rainer |
2009 | On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options | Frontczak, Robert; Schöbel, Rainer |