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Limit theorems for partial hedging under transaction costs
Dolinsky, Yan - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal - In: Review of derivatives research 14 (2011) 3, pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
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Capital ideas and market realities : option replication, investor behavior, and stock market crashes
Jacobs, Bruce I. - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10000683220
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Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias - 1997
Persistent link: https://www.econbiz.de/10000958452
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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
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Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon - In: Finance and stochastics 12 (2008) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki; Hillegers, Tom - In: Applied financial economics letters 2 (2006) 4, pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
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The option trader handbook : strategies and trade adjustments
Jabbour, George M.; Budwick, Philip H. - 2010 - 2nd ed.
Persistent link: https://www.econbiz.de/10003887773
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A defaultable callable bond pricing model
Hua, David; Chou, Heng-chih; Wang, David - In: Investment management and financial innovations 6 (2009) 3, pp. 54-62
Persistent link: https://www.econbiz.de/10003919413
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Option strategies
Mayhew, Stewart - In: Financial derivatives : pricing and risk management, (pp. 503-524). 2010
Persistent link: https://www.econbiz.de/10003920449