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A term structure model and the pricing of interest rate options
Sandmann, Klaus; Sondermann, Dieter - 1989
Persistent link: https://www.econbiz.de/10000781468
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Analytic approximation for the valuation of American put options on stocks with known dividends
Fischer, Edwin O. - 1989
Persistent link: https://www.econbiz.de/10000783760
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Pricing options on a constrained currency index : some simulation results
Berglund, Tom; Ringbom, Staffan; Vajanne, Laura - 1990
Persistent link: https://www.econbiz.de/10000816311
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Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10000816312
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Pricing of European bond options : a nonparametric test of the Ho-Lee model
Sandås, Patrik - 1991
Persistent link: https://www.econbiz.de/10000817233
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Analytical solutions to the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - 1991 - Rev. version
Persistent link: https://www.econbiz.de/10000817550
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Index option valuation with risk adjustment
Kanto, Antti J. - 1991
Persistent link: https://www.econbiz.de/10000821655
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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The wild card option in T-bond futures is relatively worthless
Cohen, Hugh I. - 1991
Persistent link: https://www.econbiz.de/10000826226
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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231