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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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Non-existence and inefficiency of equilibria with American options and convertible bonds
Kahn, Charles M.; Krasa, Stefan - 1990
Persistent link: https://www.econbiz.de/10000789285
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Option hedging for semimartingales
Schweizer, Martin - 1989
Persistent link: https://www.econbiz.de/10000757518
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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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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377
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Pension schemes as options on pension fund assets : implications for pension fund management
Blake, David - 1995
Persistent link: https://www.econbiz.de/10000930381
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Representable options
Lenga, Matthias - 2017
Persistent link: https://www.econbiz.de/10012613284
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The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus - 1989
Persistent link: https://www.econbiz.de/10013276566
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Empirical tests of the overreaction hypothesis for the German stock market
Stock, Detlev - 1988
Persistent link: https://www.econbiz.de/10000768213
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Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1989
Persistent link: https://www.econbiz.de/10000774587