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Options with stochastic lives
Jennergren, Lars Peter; Näslund, Bertil - 1991
Persistent link: https://www.econbiz.de/10000826417
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Financial calculus : an introduction to derivative pricing
Baxter, Martin - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10000614304
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Financial markets : stochastic analysis and the pricing of derivative securites
Mel'nikov, Aleksandr V.; Melʹnikov, Aleksandr V. - 1999
Persistent link: https://www.econbiz.de/10001354137
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The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N. - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
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Pricing and hedging of derivative securities
Nielsen, Lars Tyge - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10001396069
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Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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Long-term structural price relationships in futures markets
Chaudhry, Mukesh - In: The journal of derivatives : the official publication … 5 (1998) 3, pp. 45-59
Persistent link: https://www.econbiz.de/10001242385
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Comment on "The irreducible role of derived marginal utility in dynamic stochastic programming"
Chow, Gregory C. - In: Pacific economic review 1 (1996) 3, pp. 251-252
Persistent link: https://www.econbiz.de/10001242703
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Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar - In: Journal of emerging market finance 14 (2015) 3, pp. 258-289
Persistent link: https://www.econbiz.de/10011430608