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Option pricing theory
5
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5
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2
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Sandmann, Klaus
2
Schweizer, Martin
2
Eckwert, Bernhard
1
Kahn, Charles M.
1
Kern, Walter
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
128
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
86
International Monetary Fund (IMF)
62
Centre for Analytical Finance <Århus>
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
23
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
18
Institut für Schweizerisches Bankwesen <Zürich>
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Springer Fachmedien Wiesbaden
14
Center for Economic Research <Tilburg>
13
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Chambre de commerce et d'industrie de Paris
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Springer-Verlag GmbH
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Svenska Handelshögskolan <Helsinki>
10
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Tilburg University, Center for Economic Research
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University of Exeter / Department of Economics
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Verlag Dr. Kovač
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Aarhus Universitet / Afdeling for Nationaløkonomi
5
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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School of Economics and Management, University of Aarhus
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4
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4
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4
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4
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4
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Report / Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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ECONIS (ZBW)
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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
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
Saved in:
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
Saved in:
6
On the rate of convergence of some stochastic processes
Kern, Walter
-
1986
Persistent link: https://www.econbiz.de/10000730729
Saved in:
7
Optimality of stationary asset equilibria under real stochastic monetary shocks
Eckwert, Bernhard
-
1990
Persistent link: https://www.econbiz.de/10000781800
Saved in:
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