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Option pricing theory
4
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O'Connor, Ian
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Palmer, Ken
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Centre of Financial Studies
National Bureau of Economic Research
115
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
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Department of Economics and Accounting, College of the Holy Cross
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Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve Bank of St. Louis
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EconWPA
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Forschungsgemeinschaft
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SOEP-IS Group
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Verlag Dr. Kovač
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Bonn Graduate School of Economics
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Department of Economics, University of Alberta
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Institut for Finansiering <Frederiksberg>
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Johannes Gutenberg-Universität Mainz
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World Trade Organization
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Centre for Economic Policy Research
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Department of Resource Economics, University of Nevada-Reno
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Economics Department, University of Nevada-Reno
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Economics Division, University of Southampton
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Forschungsinstitut für Glücksspiel und Wetten <St. Augustin>
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ISEG - School of Economics and Management, Department of Economics, University of Lisbon
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Institute of Finance and Accounting <London>
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International Center for Financial Asset Management and Engineering
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Karlsruher Institut für Technologie
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Tilburg University, School of Economics and Management
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
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ECONIS (ZBW)
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Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
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2
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
Saved in:
3
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
4
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
Saved in:
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