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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger; Stremme, Alexander - 1993
Persistent link: https://www.econbiz.de/10000412479
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Mathematics of financial markets
Elliott, Robert J.; Kopp, Peter E. - 1999
Persistent link: https://www.econbiz.de/10000663279
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki; Hillegers, Tom - In: Applied financial economics letters 2 (2006) 4, pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
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Asset pricing in the early twentieth century
Moore, Lyndon C. - 2006
Persistent link: https://www.econbiz.de/10003908181
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Variational methods in derivatives pricing
Feng, Liming; Kovalov, Pavlo; Linetsky, Vadim; … - In: Financial engineering, (pp. 301-342). 2008
Persistent link: https://www.econbiz.de/10003567137
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About the cost of portfolio financing in Black-Scholes call option valuation
Versluis, Cokki - In: Applied financial economics letters 2 (2006) 2, pp. 95-97
Persistent link: https://www.econbiz.de/10003302473
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An elementary introduction to mathematical finance
Ross, Sheldon M. - 2011 - Third edition
Persistent link: https://www.econbiz.de/10009009299
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CAPM option pricing
Husmann, Sven; Todorova, Neda - In: Finance research letters 8 (2011) 4, pp. 213-219
Persistent link: https://www.econbiz.de/10009425849