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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
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Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000895889
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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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The option pricing approach to the valuation of country risk
Klein, Martin - 1990
Persistent link: https://www.econbiz.de/10000854806
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Arbitrage, bubbles, and valuation
Werner, Jan - 1993
Persistent link: https://www.econbiz.de/10000869826
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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger - 1993
Persistent link: https://www.econbiz.de/10000873425
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Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
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On the stability of lognormal interest rate models
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000880242
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Market demand functions in the CAPM
Bottazzi, Jean-Marc; Hens, Thorsten; Löffler, András - 1995
Persistent link: https://www.econbiz.de/10000548309