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Option pricing theory
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Sandmann, Klaus
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Schweizer, Martin
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
109
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Centre for Analytical Finance <Århus>
27
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Center for Economic Research <Tilburg>
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Institut für Schweizerisches Bankwesen <Zürich>
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Svenska Handelshögskolan <Helsinki>
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Bonn Graduate School of Economics
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Centre of Financial Studies
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Federal Reserve Bank of Cleveland
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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ECONIS (ZBW)
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1
Martingale densities for general asset prices
Schweizer, Martin
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1991
Persistent link: https://www.econbiz.de/10000825147
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2
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
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3
Option hedging for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
Saved in:
4
Non-existence and inefficiency of equilibria with American options and convertible bonds
Kahn, Charles M.
;
Krasa, Stefan
-
1990
Persistent link: https://www.econbiz.de/10000789285
Saved in:
5
The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
-
1989
Persistent link: https://www.econbiz.de/10013276566
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