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Critical stock price near expiration
Barles, Guy; Burdeau, Julien; Romano, Marc; Samsœn, Nicolas - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 77-95
Persistent link: https://www.econbiz.de/10001185060
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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000874372
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Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy - In: Finance and stochastics 2 (1998) 4, pp. 369-397
Persistent link: https://www.econbiz.de/10001247135