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Minimum option prices under decreasing absolute risk aversion
Mathur, Kamlesh; Ritchken, Peter H. - In: Review of derivatives research 3 (1999) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10001484569
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Optimal trading under constraints
Cvitanić, Jakša - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 123-190). 1997
Persistent link: https://www.econbiz.de/10001321237
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Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna; Lhabitant, François-Serge; Talay, Denis - 1998
Persistent link: https://www.econbiz.de/10000168118
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Mathematics of financial markets
Elliott, Robert J.; Kopp, Peter E. - 1999
Persistent link: https://www.econbiz.de/10000663279
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959376
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An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan - 1994
Persistent link: https://www.econbiz.de/10000959539
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999