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Los mercados de futuros : primas de riesgo, integración con los mercados de contado y poder de cobertura
Mencía, Ángel M. - 1995
Persistent link: https://www.econbiz.de/10000933269
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Numerische Verfahren zur Bewertung von Aktienoptionen
Weßels, Thomas - 1992
Persistent link: https://www.econbiz.de/10000841526
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Large-scale economic and financial applications : new tools and methodologies
Bertocchi, Marida (contributor);  … - 1991
Persistent link: https://www.econbiz.de/10000853102
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Understanding n(d1) and N(d2): risk-adjusted probabilities in the Black-Scholes model
Nielsen, Lars Tyge - 1992
Persistent link: https://www.econbiz.de/10000853371
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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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Option valuation in the presence of market imperfections
Bell, Andreas - 1993
Persistent link: https://www.econbiz.de/10000857533
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Analytical valuation of American-style Asian options
Hansen, Asbjørn Trolle; Løchte Jørgensen, Peter - 1997
Persistent link: https://www.econbiz.de/10000978501
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Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - 1997
Persistent link: https://www.econbiz.de/10000980452
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Options hedging & arbitrage
Eades, Simon - 1992
Persistent link: https://www.econbiz.de/10000829638
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Option valuation : analyzing and pricing standardized option contracts
Gibson, Rajna - 1991
Persistent link: https://www.econbiz.de/10000833372