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~isPartOf:"DAE working paper"
~isPartOf:"International journal of financial markets and derivatives"
~source:"econis"
~subject:"Optionspreistheorie"
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DAE working paper
International journal of financial markets and derivatives
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Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
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2
Non-arbitrage valuation of equities
Rey, Sebastián A.
- In:
International journal of financial markets and derivatives
4
(
2015
)
3/4
,
pp. 231-245
Persistent link: https://www.econbiz.de/10011545999
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3
Arbitrage illustrated by option models
Sebehela, Tumellano
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009756401
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4
The timing of arbitrage : an option approach
Lambrecht, Bart M.
-
1996
Persistent link: https://www.econbiz.de/10000590536
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