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A Derivation of the Optimal An...
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71
The Black and Scholes option price as a random variable
Ncube, Mthuli
;
Satchell, Stephen
-
1992
Persistent link: https://www.econbiz.de/10000835473
Saved in:
72
Portfolio insurance und der Crash 1987 : eine Simulationsstudie
Aschinger, Gerhard
-
1992
Persistent link: https://www.econbiz.de/10000837161
Saved in:
73
The Black and Scholes call valuation formula : assumptions and formulas in discrete and continuous time framework
Vandenbussche, Hylke
-
1991
Persistent link: https://www.econbiz.de/10000837826
Saved in:
74
Mercado de opciones en Chile
Danús Chirigin, Alejandro
-
1990
-
1. ed
Persistent link: https://www.econbiz.de/10000837845
Saved in:
75
Opciones y valoración de instrumentos financieros
Fernández, Pablo
-
1991
Persistent link: https://www.econbiz.de/10000838640
Saved in:
76
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
Saved in:
77
Trading performance in forward markets : information vs. normal backwardation
Phillips, Gordon M.
;
Weiner, Robert
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000838856
Saved in:
78
(De)stabilizing speculation on futures markets : an alternative view point
Guesnerie, Roger
;
Rochet, Jean-Charles
-
1992
Persistent link: https://www.econbiz.de/10000839159
Saved in:
79
On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000840393
Saved in:
80
Numerische Verfahren zur Bewertung von Aktienoptionen
Weßels, Thomas
-
1992
Persistent link: https://www.econbiz.de/10000841526
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