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Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng - 1987
Persistent link: https://www.econbiz.de/10000167721
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Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge; Castellani, Davide; Reghai, A. - 1998
Persistent link: https://www.econbiz.de/10000168120
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Acturial approach to option pricing
Gerber, Hans U.; Shiu, Elias S. W. - 1995
Persistent link: https://www.econbiz.de/10000934460
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10000954868
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Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias - 1997
Persistent link: https://www.econbiz.de/10000958452
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Financial risk and derivatives : a special issue of the Geneva papers on risk and insurance theory
Loubergé, Henri (contributor);  … - 1996 - 2. print
Persistent link: https://www.econbiz.de/10000960176
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Il mercato azionario
Caparrelli, Franco - 1995 - 1. ed
Persistent link: https://www.econbiz.de/10000960606
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751