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1
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
Saved in:
2
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
Saved in:
3
Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 43-87)
.
1997
Persistent link: https://www.econbiz.de/10001321784
Saved in:
4
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Saved in:
5
Optionsteori för företagsvärdering
Eneroth, Kristina
- In:
Ekonomisk debatt
15
(
1987
)
5
,
pp. 381-387
Persistent link: https://www.econbiz.de/10001040431
Saved in:
6
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
7
The valuation of American options with the method of lines
Meyer, Gunter H.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 265-285
Persistent link: https://www.econbiz.de/10001226748
Saved in:
8
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
9
Options, sunspots, and the creation of uncertainty
Bowman, David
- In:
Journal of political economy
105
(
1997
)
5
,
pp. 957-975
Persistent link: https://www.econbiz.de/10001228775
Saved in:
10
Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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