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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Kramkov, Dmitry"
~person:"Teichmann, Josef"
~source:"econis"
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Option pricing theory
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Kramkov, Dmitry
Teichmann, Josef
Schachermayer, Walter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?
Schachermayer, Walter
;
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003643489
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2
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
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