Narrow search
Showing 1 - 10 of 562
Cover Image
From discrete to continuous financial models : new convergence results for option pricing
Cutland, Nigel - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 101-123
Persistent link: https://www.econbiz.de/10001333351
Cover Image
Convergence of American option values from discrete- to continuous-time financial models
Amin, Kaushik I. - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10001185091
Cover Image
On modeling questions in security valuation
Eberlein, Ernst - In: Mathematical finance : an international journal of … 2 (1992) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10001185153
Cover Image
From discrete- to continuous-time finance : weak convergence of the financial gain process
Duffie, Darrell - In: Mathematical finance : an international journal of … 2 (1992) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001185155
Cover Image
Generalized hyperbolic diffusion processes with applications in finance
Rydberg, Tina Hviid - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001372196
Cover Image
Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O. - In: Mathematical finance : an international journal of … 7 (1997) 4, pp. 413-426
Persistent link: https://www.econbiz.de/10001232775
Cover Image
A test of a general equilibrium stock option pricing model
Bossaerts, Peter L. - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 311-347
Persistent link: https://www.econbiz.de/10001185123
Cover Image
On-line portfolio selection using multiplicative updates
Helmbold, David P. (contributor) - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 325-347
Persistent link: https://www.econbiz.de/10001252769
Cover Image
The effect of estimation in high-dimensional portfolios
Gandy, Axel; Veraart, Luitgard - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 531-559
Persistent link: https://www.econbiz.de/10009783354
Cover Image
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422
Persistent link: https://www.econbiz.de/10009155205