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Option pricing theory
5
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Sandmann, Klaus
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Deutsche Forschungsgemeinschaft
International Monetary Fund (IMF)
418
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94
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
63
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41
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Report / Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
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2
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
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3
Option hedging for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
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4
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:
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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6
Optimality of stationary asset equilibria under real stochastic monetary shocks
Eckwert, Bernhard
-
1990
Persistent link: https://www.econbiz.de/10000781800
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7
On the rate of convergence of some stochastic processes
Kern, Walter
-
1986
Persistent link: https://www.econbiz.de/10000730729
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