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Bid-ask-spreads von Aktienoptionen : mit 21 Tabellen
Braun, Margret - 1997
Persistent link: https://www.econbiz.de/10000955747
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Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 2 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
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Heterogeneous expectations and bond markets
Xiong, Wei; Yan, Hongjun - 2006
Persistent link: https://www.econbiz.de/10003407459
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Heterogeneous expectations and bond markets
Xiong, Wei; Yan, Hongjun - In: The review of financial studies 23 (2010) 4, pp. 1433-1466
Persistent link: https://www.econbiz.de/10003959799
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Essays on evolution, reputation and rationality
Shapiro, Dmitry - 2006
Persistent link: https://www.econbiz.de/10003965716
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To commit or not to commit : a health insurance monopoly with variable quality and uncertain types of individuals
Kifmann, Mathias - 1997
Persistent link: https://www.econbiz.de/10013408135
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A game theory analysis of options : contributions to the theory of financial intermediation in continuous time
Ziegler, Alexandre - 1998
Persistent link: https://www.econbiz.de/10000676454
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Optimal debt service : straight vs. convertible debt
Koziol, Christian - In: Schmalenbach business review : sbr 58 (2006) 2, pp. 124-151
Persistent link: https://www.econbiz.de/10003308774
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On the singularities of an impulsive differential game arising in mathematical finance
Bernhard, Pierre - In: International game theory review 8 (2006) 2, pp. 219-229
Persistent link: https://www.econbiz.de/10003347413