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A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong - In: Advances in futures and options research : a research annual 8 (1995), pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
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Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A. - In: Advances in futures and options research : a research annual 8 (1995), pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
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A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps
El Karoui, Nicole - In: Advances in futures and options research : a research annual 7 (1994), pp. 47-64
Persistent link: https://www.econbiz.de/10001193405
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Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
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Static optimization of American contingent claims
Welch, Robert L. - In: Advances in futures and options research : a research annual 5 (1991), pp. 175-184
Persistent link: https://www.econbiz.de/10001123290
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Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O. - In: Advances in futures and options research : a research annual 5 (1991), pp. 113-135
Persistent link: https://www.econbiz.de/10001123293
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A simple time-varying binomial model for the valuation of interest rate-contingent claims
Ronn, Ehud I. - In: Advances in futures and options research : a research annual 5 (1991), pp. 89-111
Persistent link: https://www.econbiz.de/10001123294
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Option valuation : an extension of the binomial model
Levy, Haim - In: Advances in futures and options research : a research annual 5 (1991), pp. 49-69
Persistent link: https://www.econbiz.de/10001123296
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Option pricing and asset returns in discrete time
Page, Frank H. - In: Advances in futures and options research : a research annual 5 (1991), pp. 31-48
Persistent link: https://www.econbiz.de/10001123297
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On the theory of perfect hedging
Omberg, Edward - In: Advances in futures and options research : a research annual 5 (1991), pp. 1-29
Persistent link: https://www.econbiz.de/10001123298