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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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Liquidity and financial intermediation
Dutta, Jayasri - 1993
Persistent link: https://www.econbiz.de/10000874284
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Portfolios of real options
Brosch, Rainer - 2008
Persistent link: https://www.econbiz.de/10003687897
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Shortfall-Risiken beim Hedging mit DAX-Futures
Bamberg, Günter - 1997
Persistent link: https://www.econbiz.de/10013453110
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Unemployment, market structure and growth
Wapler, Rüdiger - 2003
Persistent link: https://www.econbiz.de/10001768635
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Airport problems and consistent solution rules
Potters, Jos A. M. - 1995
Persistent link: https://www.econbiz.de/10013456447
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Historical background of the mathematical theory of democracy
Tanguiane, Andranick S. - 2003
Persistent link: https://www.econbiz.de/10013409253
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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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Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000903341
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Arithmetic-Average-Price-Optionen : Bewertungsverfahren und Simulationsstudie
Reimer, Matthias - 1993
Persistent link: https://www.econbiz.de/10000347817