21 |
Take-or-Pay Structures in Energy DerivativesMaquignon, Axel. January 2008 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2008.
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22 |
Numerische Methoden für hochdimensionale parabolische Gleichungen am Beispiel von OptionspreisaufgabenReisinger, Christoph. January 2004 (has links) (PDF)
Heidelberg, Universiẗat, Diss., 2004.
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23 |
Strategic real options with the German electric power market in viewSparla, Thomas. Unknown Date (has links) (PDF)
University, Diss., 2001--Dortmund.
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24 |
Convergence of binomial large investor models and general correlated random walksGruber, Urs M. Unknown Date (has links) (PDF)
Techn. University, Diss., 2004--Berlin.
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25 |
Lévy processes in finance the change of measure and non-linear dependence /Wannenwetsch, Jens. Unknown Date (has links) (PDF)
University, Diss., 2005--Bonn.
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26 |
Exotic option pricing in Heston's stochastic volatility model /Griebsch, Susanne A. January 2008 (has links) (PDF)
School of Finance & Management, Diss--Frankfurt am Main, 2008.
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27 |
Optionen und unvollständige Märkte /Binggeli, Alfred Werner. January 1998 (has links)
Universiẗat, Diss.--Basel, 1998. / Literaturverz. S. 165 - 168.
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28 |
Dynamic hedging strategies and option pricing in bond market models with transaction costs /Heinzl, Thomas Anton. January 1999 (has links)
University, Diss.--St. Gallen, 1998.
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29 |
Risikoadäquate Kreditkonditionen /Rosenberger, Werner. January 2000 (has links) (PDF)
Diss. Univ. Zürich, 2000.
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30 |
Dynamisches Optionshedging mit impliziten Trinomialmodellen eine Untersuchung am Beispiel des Derman-Kani-Chriss Modells /Keese, Tilman Arndt. January 2001 (has links)
Thesis (doctoral)--Universität St. Gallen, 2001.
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