BibSonomy publications for /author/Leisen http://www.bibsonomy.org/author/Leisen BibSonomy RSS Feed for /author/Leisen Dealing with Conflicting Modifications in a Wiki. dblp http://www.bibsonomy.org/bibtex/2fbc35e63fd9709f9d5674fc74fb87db5/dblp dblp 2008-08-18T00:00:00+02:00 dblp
Dealing with Conflicting Modifications in a Wiki.
Stephan Lukosch and Andrea Leisen WEBIST (2) 5-15 (2008)
to dblp by dblp on 2008-08-18 00:00:00
]]> Binominal models for option valuation examining and improving convergence imported http://www.bibsonomy.org/bibtex/221ca6dc76d4c962151de05c3974156df/fbw fbw 2008-05-30T16:42:01+02:00 imported
Binominal models for option valuation examining and improving convergence
{Dietmar} Leisen and {Matthias} Reimer (1995)
to imported by fbw on 2008-05-30 16:42:01
]]> On efficient binomial option price approximations imported http://www.bibsonomy.org/bibtex/29ed49db3b855c9fadc4a02b331e622a9/fbw fbw 2008-05-29T13:24:55+02:00 Optionspreistheorie
On efficient binomial option price approximations
{Dietmar Peter Johann} Leisen (1998)
to Optionspreistheorie by fbw on 2008-05-29 13:24:55
]]> Building a consistent pricing model from observed option prices imported http://www.bibsonomy.org/bibtex/2d8313d11581a885faddbca0e03774ce9/fbw fbw 2008-05-29T13:24:55+02:00 imported
Building a consistent pricing model from observed option prices
{Jean-Paul} Laurent and {Dietmar P. J.} Leisen (1998)
to imported by fbw on 2008-05-29 13:24:55
]]> Valuation of barrier options in a Black-Scholes setup with jump risk imported http://www.bibsonomy.org/bibtex/2dfd5ce798c67c117c1610915e8aa9ac2/fbw fbw 2008-05-29T13:01:59+02:00 imported
Valuation of barrier options in a Black-Scholes setup with jump risk
{Dietmar} Leisen (1999)
to imported by fbw on 2008-05-29 13:01:59
]]> Stock evolution under stochastic volatility : a discrete approach imported http://www.bibsonomy.org/bibtex/28e57a7c215c84099089e9b73c2fa11c0/fbw fbw 2008-05-29T13:01:59+02:00 imported
Stock evolution under stochastic volatility : a discrete approach
{Dietmar P. J.} Leisen (1999)
to imported by fbw on 2008-05-29 13:01:59
]]> Binomial models for option valuation - examining and improving convergence http://www.bibsonomy.org/bibtex/291e3cac8516fd02ecbbaabef096950d2/smicha smicha 2008-04-23T19:16:38+02:00 imported
Binomial models for option valuation - examining and improving convergence
Dietmar P. J. Leisen and Matthias Reimer Applied Mathematical Finance 3 319--346 (1996)
to imported by smicha on 2008-04-23 19:16:38
]]> Pricing the American put option: A detailed convergence analysis for binomial models http://www.bibsonomy.org/bibtex/2a2566844960810a611dfcc081bd38dcb/smicha smicha 2008-04-22T15:17:45+02:00 Binomial model
Pricing the American put option: A detailed convergence analysis for binomial models
Dietmar P. J. Leisen Journal of Economic Dynamics and Control 22 1419--1444 (1998)
to Binomial model by smicha on 2008-04-22 15:17:45
]]> The random-time binomial model http://www.bibsonomy.org/bibtex/2f4f857ad7b8bc29d50cd3681da744397/smicha smicha 2008-04-22T15:17:45+02:00 Binomial model
The random-time binomial model
Dietmar P. J. Leisen Journal of Economic Dynamics and Control 23 1355--1386 (1999)
to Binomial model by smicha on 2008-04-22 15:17:45
]]> Nonexponential relaxation functions above Tg analysed by multidimensional NMR and novel spin-echo decay techniques Physica A http://www.bibsonomy.org/bibtex/2884226193a556dc8775d5e1077041c41/smicha smicha 2008-04-22T10:36:30+02:00 imported
Nonexponential relaxation functions above Tg analysed by multidimensional NMR and novel spin-echo decay techniques
J. Leisen and K. Schmidt-Rohr and H. W. Spiess Physica A: Statistical and Theoretical Physics 201 79--87 (1993)
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