✦ LIBER ✦

Reverse convertibles and discount certificates in the case of constant and stochastic volatilities

✍ Scribed by Sascha Wilkens; Klaus Röder

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The volatility of consumption-based stoc

✍ Belén Nieto; Gonzalo Rubio 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 367 KB

STOCK PRICE VOLATILITY, NEGATIVE AUTOCOR

✍ Charles Ka Yui Leung; Nan-Kuang Chen 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 292 KB

Asymptotic Behavior of the Stock Price D

✍ Archil Gulisashvili; Elias M. Stein 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 627 KB

Estimation and empirical performance of

✍ Gabriele Fiorentini; Angel León; Gonzalo Rubio 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 219 KB

THE STOCHASTIC VOLATILITY MODEL OF BARND

✍ Fred Espen Benth 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 383 KB

A comparison of the discounted utility m

✍ Marjon van der Pol; John Cairns 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 179 KB