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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
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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Option hedging for semimartingales
Schweizer, Martin - 1989
Persistent link: https://www.econbiz.de/10000757518
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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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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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On the rate of convergence of some stochastic processes
Kern, Walter - 1986
Persistent link: https://www.econbiz.de/10000730729
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Optimality of stationary asset equilibria under real stochastic monetary shocks
Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000781800
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Extension operations for cuts
Deza, Michel; Laurent, Monique - 1991
Persistent link: https://www.econbiz.de/10000832360
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Computing the degree of determinants via combinatorial relaxation
Murota, Kazuo - 1991
Persistent link: https://www.econbiz.de/10000832841
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Matroids without adjoint
Bachem, Achim; Wanka, Alfred - 1986
Persistent link: https://www.econbiz.de/10000730724