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RiO Minicourses, Papers & Presentations | IMPAimpa.br › Events › › Research in Options 2017
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Dietmar Leisen (UNI-MAINZ) Heterogeneity in Risk Preferences leads to Stochastic Volatility. Posters. Rosember Guerra (EAFIT) Focused Estimation in Portfolio ...
Binomial Models for option valuation EconBiz Einzelansicht
gotthardt.ub.uni-koeln.de
... the new models exhibits order of convergence one but smaller initial error than previously existing binomial models. [Dietmar Leisen, Matthias Reimer] ...
Binomial models for option valuation - examining and improving...
ideas.repec.org
Dietmar Leisen Matthias Reimer ... Binomial models, which describe the asset price dynamics of the continuous
Dietmar Leisen - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Dr. rer. pol. Rheinische Friedrich-Wilhelms-Universität Bonn Germany. Dissertation: On Efficient Binomial Option Price Approximations. Advisor: Unknown.
Binomial models for option valuation : examining and improving...
www.econbiz.de
Binomial models for option valuation : examining and improving convergence . Dietmar Leisen ; Matthias Reimer. Year of publication:
On Efficient Binominal Option Price Approximations - Dietmar Leisen -...
books.google.de
Title, On Efficient Binominal Option Price Approximations. Author, Dietmar Leisen. Published, Export Citation, BiBTeX EndNote RefMan ...
An Introduction to Financial Option Valuation: Mathematics,...
books.google.de
This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first...
Mastering Python for Finance: Implement advanced state-of-the-art ...books.google.com › books
books.google.com
... detail. Dr. Dietmar Leisen and Matthias Reimer proposed a binomial tree [98 ] Numerical Methods for Pricing Options Chapter 4 Using a Leisen-Reimer tree.
A Partial Equilibrium Model of Option Markets by Dietmar Leisen,...
papers.ssrn.com
This paper addresses the questions who is buying and who is selling options on a stock, the optimal position to hold, and how this affects the price. The indivi
Analytical American Option Pricing: The Flat‐barrier Lower Boundonlinelibrary.wiley.com › doi › abs
onlinelibrary.wiley.com
· ... Dietmar Leisen, Dilip Madan, Pierre Mella-Barral, Greg Pawlina, Hans Schumacher, Fabio Trojani, Raman Uppal, Bas Werker, the participants of ...
Festkolloquium - Fordham University Facultyfaculty.fordham.edu/rchen/festkolloquium.pdf
faculty.fordham.edu
10:10 Dietmar Leisen (Johannes Gutenberg-Universitat Mainz) - “Risk-measurement with options”. 10:30 Break. Quantitative Finance – Ken Seng Tan, ...
Valuation of Barrier Options in a Black-Scholes Setup with Jump Riskpapers.ssrn.com › sol3 › papers
papers.ssrn.com
von D Leisen · · Zitiert von: 20 — Dietmar Leisen. Johannes Gutenberg University Mainz - Department of Banking. Multiple version icon There are 2 versions of this paper ...
Pricing the American Put Option: A Detailed Convergence Analysis for...
core.ac.uk
Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models. By Dietmar Leisen. Abstract. Viewing binomial models as a discrete ...
EconPapers: Binomial models for option valuation - examining and...
econpapers.repec.org
By Dietmar Leisen and Matthias Reimer; Abstract: Binomial models, which describe the asset price dynamics of the continuous-time model in ...
Gutenberg University of Mainz: Mainz, Germany present Professor of...
docplayer.net
2 Dietmar Leisen 2 Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models, Journal of Economic Dynamics and Control 22Binomial Models for Option Valuation - Examining and Improving Convergence, with M. Reimer, Applied Mathematical Finance 3...
Leisen-Reimer Model Formulas - Macroptionwww.macroption.com › leisen-reimer-formulas
www.macroption.com
This model was introduced by Dietmar Leisen and Matthias Reimer in (in a paper titled Binomial Models for Option Valuation – Examining and Improving ...
Analytic American Option Pricing: The Flat-Barrier Lower Bound - PDF...
docplayer.net
... Magnus Dahlquist, Bernard Dumas, Gianluca Fusai, Jens Jackwert, Dietmar Leisen, Dilip Madan, Pierre Mella-Barral, Greg Pawlina, Hans Schumacher, ...
CiteSeerX — Binomial Models For Option Valuation - Examining And...
citeseerx.ist.psu.edu
author = {Dietmar Leisen and Matthias Reimer}, title = {Binomial Models For Option Valuation - Examining And Improving Convergence}, year = {1995}
binomial models for option valuation -- examining and CiteSeerXciteseerx.ist.psu.edu › viewdoc › summary
citeseerx.ist.psu.edu
von D Leisen · · Zitiert von: 240 — author = {Dietmar Leisen and Matthias Reimer}, title = {BINOMIAL MODELS FOR OPTION VALUATION -- EXAMINING AND IMPROVING CONVERGENCE}, year = {1995}
Thesis Topics in Matematical Finance
old.math.ku.dk
These are advocated by for instance Peter Carr and Dietmar Leisen . Pricing American Options by Monte Carlo Simulation. (Despite what one might think, there no
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