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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
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A general framework for hedging and speculating with options
Korn, Ralf - 1997
Persistent link: https://www.econbiz.de/10000960260
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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 - 1995
Persistent link: https://www.econbiz.de/10000929353