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~isPartOf:"Options : classic approaches to pricing and modelling"
~person:"Carr, Peter"
~person:"Härdle, Wolfgang"
~person:"Vorst, Ton"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Carr, Peter
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Options : classic approaches to pricing and modelling
SFB 649 discussion paper
9
Universitext
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Discussion paper / Tinbergen Institute
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European finance review : the official journal of the European Finance Association
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Tinbergen Institute Discussion Paper
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Applied mathematical finance
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Asia-Pacific financial markets
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CORE discussion paper : DP
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ERIM report series research in management
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European financial management : the journal of the European Financial Management Association
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Finance research letters
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Journal of international money and finance
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Review of derivatives research
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Springer finance
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Statistical tools for finance and insurance
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Statistik und ihre Anwendungen
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The energy journal
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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A pricing method for options based on average asset values
Kemna, A. G. Z.
;
Vorst, Ton
- In:
Options : classic approaches to pricing and modelling
,
(pp. 345-360)
.
1999
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