On comparison of the Black-Scholes and the Black-Merton stochastic models

von Kowgier, Henryk
Veröffentlicht in European integration and Baltic Sea Region studies ; Volume 2: University-business partnership through the Triple Helix Approach (2012)

On an underestimation of the return rate of the sphare in the APT model

von Kowgier, Henryk
Veröffentlicht in Baltic Business and Socio-Economic Development 2008 (2009)

About a way of estimation of weights situated on variance ellipse and method of determination of kind of surface on which portfolio weights are located

von Kowgier, Henryk
Veröffentlicht in Baltic Business and Socio-Economic Development 2007 (2010)