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442
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440
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407
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399
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396
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391
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383
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362
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354
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351
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344
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341
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330
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330
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323
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321
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317
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317
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310
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305
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296
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293
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281
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51
Toward real-time pricing of complex financial derivates
Ninomiya, S.
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001209611
Saved in:
52
A comparison of models for pricing interest rate
derivative
securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
Saved in:
53
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
54
Interest-only and principal-only mortgage strips as interest-rate contingent claims
Maris, Brian A.
- In:
The journal of real estate finance and economics
13
(
1996
)
3
,
pp. 187-202
Persistent link: https://www.econbiz.de/10001213397
Saved in:
55
Stocks, bonds, options, futures, and portfolio insurance : a rose by any other name ..
Fortune, Peter
- In:
New England economic review
(
1995
),
pp. 25-46
Persistent link: https://www.econbiz.de/10001187457
Saved in:
56
The risk and price volatility of stock options in general equilibrium
Drees, Burkhard
- In:
The Scandinavian journal of economics
97
(
1995
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
Saved in:
57
A note on an equilibrium debt option pricing model in discrete time
Mathis, Roswell E.
- In:
Journal of banking & finance
19
(
1995
)
7
,
pp. 1305-1307
Persistent link: https://www.econbiz.de/10001189240
Saved in:
58
Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 901-928
Persistent link: https://www.econbiz.de/10001190835
Saved in:
59
Die finite Differenzen-Methode zur Optionsbewertung bei GARCH-Renditevarianzen
Regensburger, Isolde Katharina
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
42
(
1994
)
11
,
pp. 868-871
Persistent link: https://www.econbiz.de/10001172150
Saved in:
60
An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P.
(
contributor
)
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
Saved in:
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