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Option pricing theory
5
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5
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3
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4
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2
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2
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
705
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
103
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Report / Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
2
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
3
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
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
Option hedging for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
Saved in:
6
The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
-
1989
Persistent link: https://www.econbiz.de/10013276566
Saved in:
7
A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus
;
Sondermann, Dieter
-
1991
Persistent link: https://www.econbiz.de/10000815479
Saved in:
8
Optimality of stationary asset equilibria under real stochastic monetary shocks
Eckwert, Bernhard
-
1990
Persistent link: https://www.econbiz.de/10000781800
Saved in:
9
On the rate of convergence of some stochastic processes
Kern, Walter
-
1986
Persistent link: https://www.econbiz.de/10000730729
Saved in:
10
ECU interest rates and ECU basket adjustments : an arbitrage pricing approach
Klein, Martin
-
1989
Persistent link: https://www.econbiz.de/10000764767
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