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Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701

Persistent link: https://www.econbiz.de/10011350542

Filippou, Ilias; Gozluklu, Arie E.; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2227-2259

Persistent link: https://www.econbiz.de/10011959087

Davis, Mark H. A.; Obłój, Jan; Raval, Vimal - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 821-854

Persistent link: https://www.econbiz.de/10011308161

Barone-Adesi, Giovanni - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 3, pp. 299-313

Persistent link: https://www.econbiz.de/10001873815

John, Kose - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001102374

Jorion, Philippe - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 363-376

Persistent link: https://www.econbiz.de/10001113531

Cheng, B. N. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 133-153

Persistent link: https://www.econbiz.de/10001185054

Jarrow, Robert A.; Protter, Philip E. - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 39-56

Persistent link: https://www.econbiz.de/10009712563

Bouchard, Bruno; Huu, Adrien Nguyen - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 366-386

Persistent link: https://www.econbiz.de/10009722532

Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 7 (1997) 1, pp. 95-105

Persistent link: https://www.econbiz.de/10001213305