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Mathematical programming
19
Mathematische Optimierung
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16
Theory
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Option pricing theory
5
Optionspreistheorie
5
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4
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Deza, Michel
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Kern, Walter
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Hohmann, Christoph
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Kahn, Charles M.
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Krasa, Stefan
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Kratochvíl, Jan
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Krelle, Wilhelm
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Loebl, Martin
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Nešetřil, Jaroslav
1
Oxley, J. G.
1
Pasini, Antonio
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Prömel, Hans Jürgen
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Schrader, Rainer
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Schürger, Klaus
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Sondermann, Dieter
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Steger, Angelika
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Valtr, Pavel
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Voigt, Bernd
1
Wanka, Alfred
1
Wegener, Ingo
1
Welsh, D. J.
1
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1
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
614
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
193
International Monetary Fund (IMF)
120
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
89
C.E.P.R. Discussion Papers
66
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
49
HAL
39
EconWPA
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Agricultural and Applied Economics Association - AAEA
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Université Paris-Dauphine (Paris IX)
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Center for Economic Research <Tilburg>
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International Monetary Fund
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Econometrisch Instituut <Rotterdam>
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Springer Fachmedien Wiesbaden
24
Society for Computational Economics - SCE
23
Erasmus Research Institute of Management
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World Bank
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Svenska Handelshögskolan <Helsinki>
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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National Centre of Competence in Research North South <Bern>
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
14
Universitat Pompeu Fabra / Departament d'Economia i Empresa
14
Department of Economics and Finance, College of Business and Economics
13
London School of Economics (LSE)
13
Department of Economics, Oxford University
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Discussion paper / B
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Report / Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
3
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ECONIS (ZBW)
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1
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:
8
Extension operations for cuts
Deza, Michel
;
Laurent, Monique
-
1991
Persistent link: https://www.econbiz.de/10000832360
Saved in:
9
Computing the degree of determinants via combinatorial relaxation
Murota, Kazuo
-
1991
Persistent link: https://www.econbiz.de/10000832841
Saved in:
10
Matroids without adjoint
Bachem, Achim
;
Wanka, Alfred
-
1986
Persistent link: https://www.econbiz.de/10000730724
Saved in:
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