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Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)

Jamshidian, Farshid - EconWPA - 2004

Part I proposes a numeraire-invariant option pricing framework. It defines an option, its price process, and such …

Persistent link: https://www.econbiz.de/10005134894

The Private Finance Initiative ‐ What opportunities for facilities management?

Baldwin, Ed - In: Journal of Facilities Management 2 (2003) 1, pp. 54-67

Within the UK the Private Finance Initiative (PFI) has developed into a mature process for the procurement of improved infrastructure and associated facilities management (FM) service delivery. The role of FM within this process provides enormous opportunity to ensure maximum value is provided...

Persistent link: https://www.econbiz.de/10014867251

A martingale characterization of equilibrium asset price processes

Lazrak, A.; DÊcamps, J.P. - In: Economic Theory 15 (2000) 1, pp. 207-213

Bick (1987,1990) and He and Leland (1993) demonstrated that not every arbitrage-free Markovian diffusion price process …

Persistent link: https://www.econbiz.de/10005753203