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Optimal hedging in continuous time with futures and forward contracts in a stochastic interest rate environment
Pham, Huyên - 1993
Persistent link: https://www.econbiz.de/10000878560
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Variance optimal cap pricing models
Laurent, Jean-Paul; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10001355583
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The taxation of global trading of financial instruments
1998 - [Rev. and updated version]
Persistent link: https://www.econbiz.de/10000980863
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Taxation of new financial instruments
1994
Persistent link: https://www.econbiz.de/10000423441
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Arbitrage pricing of derivatives with bounds on the underlying securities
Jouini, Elyès; Kallal, Hédi D.; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993505
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Continuous time equilibrium pricing of nonredundant assets
Jouini, Elyès; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993546
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
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Une approche unifiée pour une forme exacte du prix d'une option dans les différents modèles à volatilité stochastique
Leblanc, Boris - 1995
Persistent link: https://www.econbiz.de/10000908668