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How good is Black-Scholes-Merton, really?
Wilmott, Paul, (2023)
Pricing and hedging of derivative securities
Nielsen, Lars Tyge, (1999)
Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22 - 26, 2003, Snowbird, Utah
Yin, George, (2004)
Continuity of the expacted utility
Delbaen, Freddy, (1974)
Consols in the CIR model
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Passport options
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