Strategic option pricing

Autor: Bieta, Volker, Broll, Udo, Siebe, Wilfried

In this paper an extension of the well-known binomial approach to option pricing is presented. The classical question is: What is the price of an option on the risky asset? The traditional answer is obtained with the help of a replicating portfolio b

Externí odkaz: https://tud.qucosa.de/id/qucosa%3A71719
https://tud.qucosa.de/api/qucosa%3A71719/attachment/ATT-0/

Strategic option pricing

Autor: Bieta Volker, Broll Udo, Siebe Wilfried

Publikováno v: Economics and Business Review, Vol 6, Iss 3, Pp 118-129 (2020)

In this paper an extension of the well-known binomial approach to option pricing is presented. The classical question is: What is the price of an option on the risky asset? The traditional answer is obtained with the help of a replicating portfolio b

Externí odkaz: https://doaj.org/article/0b2869661dc84322b62ff943e2016576

Changemanagement im Krankenhaus: Ein Fall für die Sicht der Spieltheorie

Autor: Bieta, Volker

Publikováno v: Zeitschrift für öffentliche und gemeinwirtschaftliche Unternehmen: ZögU / Journal for Public and Nonprofit Services, 1999 Jan 01. 22(4), 367-385.

Externí odkaz: https://www.jstor.org/stable/20764896

Signaling theory revisited: a very short insurance case.

Autor: Bieta, Volker¹ volker.bieta@tu-dresden.de

Publikováno v: Annals of Operations Research. Dec2015, Vol. 235 Issue 1, p75-84. 10p.

Präferenzoffenbarung wirtschaftspolitischer Entscheidungsträger als Element der Politikgestaltung im Kontext der asymmetrischen Information / Revealed Preferences and the Movement of an Economy in the Context of Asymmetric Information

Autor: Bieta, Volker

Publikováno v: Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics, 1992 Nov 01. 210(5/6), 457-477.

Externí odkaz: https://www.jstor.org/stable/23811858