Narrow search
Showing 1 - 4 of 4
Cover Image
On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H. - In: Management science : journal of the Institute for … 35 (1989) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
Cover Image
Multinomial approximating models for options with k state variables
Kamrad, Bardia - In: Management science : journal of the Institute for … 37 (1991) 12, pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
Cover Image
Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options
Burnetas, Apostolos; Ritchken, Peter - In: Management science : journal of the Institute for … 51 (2005) 4, pp. 566-580
Persistent link: https://www.econbiz.de/10006078009
Cover Image
The Valuation of Path Dependent Contracts on the Average
Ritchken, Peter; Sankarasubramanian, L.; Vijh, Anand M. - In: Management science : journal of the Institute for … 39 (1993) 10, pp. 1202-1213
Persistent link: https://www.econbiz.de/10006106521