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The direct approach to dept option pricing
Rady, Sven - 1992
Persistent link: https://www.econbiz.de/10000840390
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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000895889
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The option pricing approach to the valuation of country risk
Klein, Martin - 1990
Persistent link: https://www.econbiz.de/10000854806
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Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland - 1993
Persistent link: https://www.econbiz.de/10000855153
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The direct approach to debt option pricing
Rady, Sven; Sandmann, Klaus - 1993 - Rev. vers
Persistent link: https://www.econbiz.de/10000865669
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Probabilistic aspects of options
Föllmer, Hans - 1991
Persistent link: https://www.econbiz.de/10000828639
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On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000834041
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On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393
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Option pricing with bounds on the underlying securities
Sondermann, Dieter - 1986 - Extended and rev
Persistent link: https://www.econbiz.de/10000736387