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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231
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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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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen - 1998
Persistent link: https://www.econbiz.de/10000628948
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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000653853
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Robust stochastic discount factors
Boyle, Phelim P.; Feng, Shui; Tian, Weidong; Wang, Tan - In: The review of financial studies 21 (2008) 3, pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
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Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M. - In: The European journal of finance 14 (2008) 1/2, pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886