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Option pricing with hedging at...
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1
Option pricing with hedging at fixed trading dates
Mercurio, Fabio
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Saved in:
2
The relation between the rent and selling price of a building under optimal maintenance with uncertainty
Vorst, Ton
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 315-320
Persistent link: https://www.econbiz.de/10001027169
Saved in:
3
A futures contract on an index of existing bonds : a reasonable alternative?
Kemna, Angelien G.
Persistent link: https://www.econbiz.de/10001273591
Saved in:
4
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
5
Asian options on oil spreads
Heenk, B. A.
- In:
Review of futures markets
9
(
1990
)
3
,
pp. 510-528
Persistent link: https://www.econbiz.de/10001128331
Saved in:
6
A pricing method for options based on average asset values
Kemna, Angelien G.
- In:
Journal of banking & finance
14
(
1990
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10001088202
Saved in:
7
On Walras' model of general economic equilibrium
Daal, Johannes van
;
Henderiks, R. E.
;
Vorst, Ton
- In:
Zeitschrift für Nationalökonomie
45
(
1986
)
3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10001016070
Saved in:
8
Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
Saved in:
9
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
Saved in:
10
Complex barrier options
Cheuk, Terry Hon Fu
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
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