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Option valuation in the presence of market imperfections
Bell, Andreas - 1993
Persistent link: https://www.econbiz.de/10012699390
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Mathematics in economics : models and methods
Ostaszewski, Adam - 1993 - 1. publ.
Persistent link: https://www.econbiz.de/10013501221
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Pricing CMS spreads in the Libor market model
Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, … - 2008
Persistent link: https://www.econbiz.de/10003809706
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Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker; Schoenmakers, John - 2009
Persistent link: https://www.econbiz.de/10003924289
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Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias; Mickens, Ronald E. - 2008
Persistent link: https://www.econbiz.de/10003716552
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Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias - 2008
Persistent link: https://www.econbiz.de/10012878322
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Revealed preference of government
Basu, Kaushik - 1980
Persistent link: https://www.econbiz.de/10000054401
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Choice and allocation models for the housing market
Rouwendal, Jan - 1989
Persistent link: https://www.econbiz.de/10000785059
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Time, ignorance, and uncertainty in economic models
Katzner, Donald W. - 1998
Persistent link: https://www.econbiz.de/10000677351
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Mathematical utility theory : utility functions, models, and applications in the social sciences ; [international conference in Essen, Germany, in autumn 1997]
Herden, Gerhard (ed.); Knoche, Norbert (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001354199