Model dependency of the digital option replication replication under an incomplete model

Na minha lista:

Detalhes bibliográficos
Autor principal:	Tichý, Tomáš
Formato:	Capítulo de Livro
Idioma:	inglês
Assuntos:	trh kapitálový deriváty opcie ceny modely
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!

View in EUBA Opac

Registos relacionados: Model dependency of the digital option replication

Quick Look
Valuing a real project via static replication of barrier options
Quick Look
Examination of basic dynamic replication methods
Quick Look
Options, Futures, and Other Derivatives
Quick Look
Options Markets
Quick Look
Options Pricing <An> International Perspective
Quick Look
Pricing of European options using the Finite difference method
Quick Look
Option Valuation Analyzing and Pricing Standardized Option Contracts
Quick Look
<An> Interpretation of Czech FX option
Quick Look
Fundamentals of futures and options markets
Quick Look
Annual volume development of futures and options on exchanges on selected countries in period 1990-2013
Quick Look
Options, Futures, and Other Derivatives
Quick Look
Asymmetric Information about Volatility and Option Markets
Quick Look
Opce, swapy, futures deriváty finančního trhu
Quick Look
Binomický model oceňovania opcií
Quick Look
Pricing Exotic Option Under Stochastic Volatility Model
Quick Look
<A> closed-form GARCH option pricing model
Quick Look
Hidden Markov model statistics for FOREX options trading
Quick Look
Pricing and Hedging Index Options under Stochastic Volatility <An> Empirical Examination
Quick Look
Market application of the fuzzy-stochastic approach in the heston option pricing model
Quick Look
<An> Introduction to Options and Futures
Quick Look
Options, Futures, and Other Derivative Securities
Quick Look
Deriváty na kapitálovom trhu
Quick Look
Chooser options
Quick Look
K možnostiam využitia matematických modelov na slovenskom kapitálovom trhu