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Finite maturity caps and floor...
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66
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60
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Platen, Eckhard
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Barone-Adesi, Giovanni
30
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30
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30
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29
Yang, Zhaojun
29
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International journal of theoretical and applied finance
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NBER working paper series
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The European journal of finance
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Asia-Pacific financial markets
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Energy economics
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International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Annals of finance
55
International review of economics & finance : IREF
54
SFB 649 discussion paper
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The journal of real estate finance and economics
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1
Robust bounds for forward start options
Hobson, David G.
;
Neuberger, Anthony
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10009554695
Saved in:
2
Optimal bond portfolios with fixed time to
maturity
Andersson, Patrik
;
Lagerås, Andreas N.
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 429-438
Persistent link: https://www.econbiz.de/10010195912
Saved in:
3
Short
maturity
options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
4
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
-
2014
Persistent link: https://www.econbiz.de/10010394621
Saved in:
5
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
-
2014
Persistent link: https://www.econbiz.de/10010395170
Saved in:
6
Critical price near
maturity
for an American option on a dividend-paying stock in a local volatility model
Chevalier, Etienne
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 439-463
Persistent link: https://www.econbiz.de/10002983149
Saved in:
7
Volatility and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen
;
Lien, Gudbrand
- In:
American journal of agricultural economics
86
(
2004
)
4
,
pp. 1018-1031
Persistent link: https://www.econbiz.de/10002388555
Saved in:
8
Estimating expected default probabilities using the option pricing model
Hung, Chih-min
- In:
Journal of financial management and analysis : …
17
(
2004
)
2
,
pp. 60-72
Persistent link: https://www.econbiz.de/10002883674
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9
The finite moment log stable process and option pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
Saved in:
10
Über kurz oder lang - Welche Rolle spielt der Anlagehorizont bei der Beurteilung von Investments?
Klos, Alexander
;
Langer, Thomas
;
Weber, Martin
- In:
Journal of business economics : JBE
73
(
2003
)
7
,
pp. 733-765
Persistent link: https://www.econbiz.de/10001773224
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