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Pricing interest-rate-derivative securities
Hull, John - In: The review of financial studies 3 (1990) 4, pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
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The analytic valuation of American options
Kim, In-joon - In: The review of financial studies 3 (1990) 4, pp. 547-572
Persistent link: https://www.econbiz.de/10001105891
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Convergence from discrete to continuous-time contingent claims prices
He, Hua - In: The review of financial studies 3 (1990) 4, pp. 523-546
Persistent link: https://www.econbiz.de/10001105892
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General equilibrium pricing of options on the market portfolio with discontinuous returns
Naik, Vasanttilak - In: The review of financial studies 3 (1990) 4, pp. 493-521
Persistent link: https://www.econbiz.de/10001105893
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The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter - In: The review of financial studies 3 (1990) 3, pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
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Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B. - In: The review of financial studies 3 (1990) 3, pp. 393-430
Persistent link: https://www.econbiz.de/10001105896
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Spanning and completeness with options
Nachman, David C. - In: The review of financial studies 1 (1988) 3, pp. 311-328
Persistent link: https://www.econbiz.de/10001106322
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The multinomial option pricing model and its Brownian and Poisson limits
Madan, Dilip B. - In: The review of financial studies 2 (1989) 2, pp. 251-265
Persistent link: https://www.econbiz.de/10001106370
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Numerical evaluation of multivariate contingent claims
Boyle, Phelim P. - In: The review of financial studies 2 (1989) 2, pp. 241-250
Persistent link: https://www.econbiz.de/10001106371
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A reexamination of the value of tax options
Dammon, Robert Mark - In: The review of financial studies 2 (1989) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10001106379