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Showing 9 out of a total of 9 results for community: TOBIAS-lib - Publikationen und Dissertationen.
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An overreaction implementation of the coherent market hypothesis and option pricing
Schöbel, Rainer
;
Veith, Jochen
(
Universität Tübingen
,
2006
)
Pricing American Options with Mellin Transforms
Frontczak, Robert
;
Schöbel, Rainer
(
Universität Tübingen
,
2008
)
A note on the correlation smile
Hager, Svenja
;
Schöbel, Rainer
(
Universität Tübingen
,
2005
)
Pricing and hedging of oil futures - a unifying approach -
Bühler, Wolfgang
;
Korn, Olaf
;
Schöbel, Rainer
(
Universität Tübingen
,
2000
)
On Modified Mellin Transforms, Gauss-Laguerre Quadrature, and the Valuation of American Call Options
Frontczak, Robert
;
Schöbel, Rainer
(
Universität Tübingen
,
2009
)
Risk preference based option pricing in a fractional Brownian market
Rostek, Stefan
;
Schöbel, Rainer
(
Universität Tübingen
,
2006
)
Controlling Chaos in a Model with Heterogeneous Beliefs
Heilig, Stephan
;
Schöbel, Rainer
(
Universität Tübingen
,
2001
)
On Modified Mellin Transforms, Gauss-Laguerre Quadrature, and the Valuation of American Call Options
Frontczak, Robert
;
Schöbel, Rainer
(
Universität Tübingen
,
2009
)
Deriving the dependence structure of portfolio credit derivatives using evolutionary algorithms
Hager, Svenja
;
Schöbel, Rainer
(
Universität Tübingen
,
2006
)
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Department
Wirtschaftswissenschaften (9)
Date Issued
2009 (2)
2008 (1)
2006 (3)
2005 (1)
2001 (1)
2000 (1)
Dokument type
ResearchPaper (9)
Top 10 Authors
Schöbel, Rainer (9)
Frontczak, Robert (3)
Hager, Svenja (2)
Bühler, Wolfgang (1)
Heilig, Stephan (1)
Korn, Olaf (1)
Rostek, Stefan (1)
Veith, Jochen (1)