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Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan - In: The review of financial studies 8 (1995) 4, pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
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Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi - In: The review of financial studies 9 (1996) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
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Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C. - In: The review of financial studies 3 (1990) 4, pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
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The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen - In: Australian journal of management 22 (1997) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
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Default risk, resolution of uncertainty and the interest rate on corporate loans
Nabar, Prafulla G. - In: Essays in financial economics in memory of Irwin Friend, (pp. 221-245). 1988
Persistent link: https://www.econbiz.de/10001273314
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The analysis and valuation of interest rate options
Stapleton, Richard C. - In: Journal of banking & finance 17 (1993) 6, pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
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Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter - In: Journal of economic theory 82 (1998) 1, pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
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A dynamic model of the regulated firm under uncertainty
Subrahmanyam, Marti G. - 1974
Persistent link: https://www.econbiz.de/10000930053
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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 1998
Persistent link: https://www.econbiz.de/10000998129
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Options on the spot and options on futures
Brenner, Menachem - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1303-1317
Persistent link: https://www.econbiz.de/10001007044