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Option valuation in the presen...
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1
A computational study on general equilibrium pricing of
derivative
securities
Thijssen, Jacco J. J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481715
Saved in:
2
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
3
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
4
Option valuation in the presence of market imperfections
Bell, Andreas
-
1993
Persistent link: https://www.econbiz.de/10012699390
Saved in:
5
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Saved in:
6
Equilibrium models for derivatives markets with frictions
Zhang, Yuan
-
2018
Persistent link: https://www.econbiz.de/10011933412
Saved in:
7
Pricing and hedging
derivative
securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
8
Actuarially consistent valuation of catastrophe derivatives
Muermann, Alexander
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003753592
Saved in:
9
Market completeness : how options affect hedging and investments in the electricity sector
Willems, Bert
;
Morbee, Joris
-
2009
-
[new version]
Persistent link: https://www.econbiz.de/10003824478
Saved in:
10
Wachstumsorientierte Bewertung von Derivaten
Ott, Andreas
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003408677
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