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~institution:"Johannes Gutenberg-Universität Mainz"
~subject:"Share price"
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Johannes Gutenberg-Universität Mainz
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Extremal behaviour of diffusion models in finance
Borkovec, Milan
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Klüppelberg, Claudia
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1996
Persistent link: https://www.econbiz.de/10000960264
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Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
;
Kreer, Markus
;
Lenssen, Mark
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1995
Persistent link: https://www.econbiz.de/10000929353
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