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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
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Financial crises and contagion in emerging market countries
Lowell, Julia; Neu, Carl R.; Tong, Daochi - 1998
Persistent link: https://www.econbiz.de/10000656171
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10001355935
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001355949
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The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian - 1999
Persistent link: https://www.econbiz.de/10001367775
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Debt as an option to own in the theory of ownership rights
Nöldeke, Georg - 1994
Persistent link: https://www.econbiz.de/10000886963
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Testing financial market equilibrium under asymmetric information : a comment
Nöldeke, Georg - 1994
Persistent link: https://www.econbiz.de/10000886965
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Rational asset pricing bubbles : [Bonn-Workshop]
Santos Santos, Manuel - 1993
Persistent link: https://www.econbiz.de/10000891123
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The survival assumption and existence of competitive equilibria when asset markets are incomplete
Gottardi, Piero - 1994
Persistent link: https://www.econbiz.de/10000892945
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Continuous-time term structure models
Musiela, Marek; Rutkowski, Marek - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000602499