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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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Probabilistic aspects of options
Föllmer, Hans - 1991
Persistent link: https://www.econbiz.de/10000828639
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Stock price distributions, perfect option hedging, and complete markets
Müller, Sigrid M. - 1989
Persistent link: https://www.econbiz.de/10000780954
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A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479
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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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Biased crossvalidation for a kernel regression estimator and its derivatives
Härdle, Wolfgang; Carroll, Raymond J. - 1989
Persistent link: https://www.econbiz.de/10000774582
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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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The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000789283
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Förder-Ranking : Institutionen, Regionen, Netzwerke ; fachliche Profile von Hochschulen und außeruniversitären Forschungseinrichtungen im Licht öffentlich geförderter Forschung...
Deutsche Forschungsgemeinschaft - 1997-2009: Weinheim : Wiley-VCH; früher: Bonn : DFG - [1.]1991/95(1997) - [2.]1996/98(2000); 3.2003 - 5.2009
Persistent link: https://www.econbiz.de/10001778105
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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