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1
Optimal trading under constraints
Cvitanić, Jakša
- In:
Financial mathematics : held in Bressanone, Italy, July …
,
(pp. 123-190)
.
1997
Persistent link: https://www.econbiz.de/10001321237
Saved in:
2
Minimum option prices under decreasing absolute risk aversion
Mathur, Kamlesh
;
Ritchken, Peter H.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10001484569
Saved in:
3
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
4
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
5
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
6
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
8
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
9
Opzioni lineamenti generali e modelli matematici
Izzi, Luisa
-
1996
Persistent link: https://www.econbiz.de/10000968122
Saved in:
10
Shifted poisson processes and the pricing of perpetual American options
Michaud, Frédéric
-
1997
Persistent link: https://www.econbiz.de/10000971722
Saved in:
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