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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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Pricing of options on an index containing stale prices
Jokivuolle, Esa - 1994
Persistent link: https://www.econbiz.de/10000887558
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Warrant pricing : a review of empirical research
Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000888085
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Limiting differences between forward and futures prices in a Lucas consumption model
Wiener, Zvi; Benninga, Simon; Protopapadakis, Aris A. - 1994
Persistent link: https://www.econbiz.de/10000893125
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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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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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Applying option theory to investments in R&D
Greenberg, Doron - 1992
Persistent link: https://www.econbiz.de/10000865591
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The direct approach to debt option pricing
Rady, Sven; Sandmann, Klaus - 1993 - Rev. vers
Persistent link: https://www.econbiz.de/10000865669
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Options hedging & arbitrage
Eades, Simon - 1992
Persistent link: https://www.econbiz.de/10000829638