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Critical Stock Price Near Expiration
Barles, Guy; Burdeau, Julien; Romano, Marc; Samsoen, Nicolas - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 77-96
Persistent link: https://www.econbiz.de/10008223672
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Contingent Claims and Market Completeness in a Stochastic Volatility Model
Romano, Marc; Touzi, Nizar - In: Mathematical finance : an international journal of … 7 (1997) 4, pp. 399-412
Persistent link: https://www.econbiz.de/10008219656
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Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy; Soner, Halil Mete - In: Finance and stochastics 2 (1998) 4, pp. 369-398
Persistent link: https://www.econbiz.de/10008218798
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Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy; Soner, Halil Mete - In: Finance and stochastics 2 (1998) 4, pp. 369-398
Persistent link: https://www.econbiz.de/10008218803