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Implementing option pricing models when asset returns are predictable
Lo, Andrew W.; Wang, Jiang - 1994
Persistent link: https://www.econbiz.de/10000889016
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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
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Continuous-time limits in the generalised Ho-Lee framework under the risk-neutral and forward measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000891387
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The pricing of foreign currency options
Knoch, Hans-Jürgen - 1992
Persistent link: https://www.econbiz.de/10000893051
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Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth - 1994
Persistent link: https://www.econbiz.de/10000893910
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Down-and-out Optionen : Eigenschaften, vereinfachte Bewertung und Anwendbarkeit in Kapitalstrukturmodellen
Burkhardt, Thomas - 1994
Persistent link: https://www.econbiz.de/10000894585
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Das systematische Risiko von Obligationen : e. Unters. für d. Schweiz
Stalder, Marco - 1988
Persistent link: https://www.econbiz.de/10000749867
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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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Pricing of European bond options : a nonparametric test of the Ho-Lee model
Sandås, Patrik - 1991
Persistent link: https://www.econbiz.de/10000817233