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The joint density of two functionals of a Brownian motion
Abadir, Karim Maher - 1994
Persistent link: https://www.econbiz.de/10000895295
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://www.econbiz.de/10000834044
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Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.; Ramaswamy, Krishna - 1990
Persistent link: https://www.econbiz.de/10000811122
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Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - 1988
Persistent link: https://www.econbiz.de/10000772329
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The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.; Nielsen, Lars - 1989
Persistent link: https://www.econbiz.de/10000775498
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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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Option pricing with stochastic bond prices
Solnik, Bruno; Henrotte, Philippe - 1989
Persistent link: https://www.econbiz.de/10000759158
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://www.econbiz.de/10000874371
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Continuous-time term structure models
Musiela, Marek; Rutkowski, Marek - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000602499
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Financial calculus : an introduction to derivative pricing
Baxter, Martin - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10000614304