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Applied mathematical finance
Abingdon : Routledge, Taylor & Francis Group; -1997: …; … - 1.1994 -
Persistent link: https://www.econbiz.de/10000547907
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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10000900095
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Catastrophe insurance futures contracts
Aase, Knut K. - 1995
Persistent link: https://www.econbiz.de/10000904258
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Two finite difference schemes for evaluation of contingent claims with three underlying state variables
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875081
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A lattice approach for pricing of multivariate contingent claims
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875082
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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Large-scale economic and financial applications : new tools and methodologies
Bertocchi, Marida (contributor);  … - 1991
Persistent link: https://www.econbiz.de/10000853102
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Understanding n(d1) and N(d2): risk-adjusted probabilities in the Black-Scholes model
Nielsen, Lars Tyge - 1992
Persistent link: https://www.econbiz.de/10000853371
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The option pricing approach to the valuation of country risk
Klein, Martin - 1990
Persistent link: https://www.econbiz.de/10000854806
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Option valuation in the presence of market imperfections
Bell, Andreas - 1993
Persistent link: https://www.econbiz.de/10000857533