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Option pricing with hedging at fixed trading dates
Mercurio, Fabio
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Saved in:
2
The general linear group of polynomial rings over regular rings
Vorst, Ton
-
1980
Persistent link: https://www.econbiz.de/10001379116
Saved in:
3
Ki-regularity for rings associated with a simplicial complex
Vorst, Ton
-
1981
Persistent link: https://www.econbiz.de/10001379186
Saved in:
4
The general linear group of discrete hodge algebras
Vorst, Ton
-
1985
Persistent link: https://www.econbiz.de/10000716585
Saved in:
5
The relation between the rent and selling price of a building under optimal maintenance with uncertainty
Vorst, Ton
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 315-320
Persistent link: https://www.econbiz.de/10001027169
Saved in:
6
Optimal portfolios under a value at risk constraint
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10001504654
Saved in:
7
Binomial models for some path-dependent options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903428
Saved in:
8
Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903478
Saved in:
9
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1995
Persistent link: https://www.econbiz.de/10000904883
Saved in:
10
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000912209
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