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~institution:"Deutsche Forschungsgemeinschaft"
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Option pricing theory
6
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6
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2
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Sandmann, Klaus
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
131
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
80
International Monetary Fund (IMF)
58
Centre for Analytical Finance <Århus>
38
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
37
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Springer Fachmedien Wiesbaden
15
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
14
Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Schweizerisches Bankwesen <Zürich>
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International Water Management Institute (IWMI)
12
eSocialSciences
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Center for Economic Research <Tilburg>
11
Institutt for Økonomi, Universitetet i Bergen
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Svenska Handelshögskolan <Helsinki>
10
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9
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Bonn Graduate School of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Verlag Dr. Kovač
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Report / Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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ECONIS (ZBW)
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Stock price distributions, perfect option hedging, and complete markets
Müller, Sigrid M.
-
1989
Persistent link: https://www.econbiz.de/10000780954
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2
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
3
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
Saved in:
4
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
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5
Option hedging for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
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6
The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
-
1989
Persistent link: https://www.econbiz.de/10013276566
Saved in:
7
On the rate of convergence of some stochastic processes
Kern, Walter
-
1986
Persistent link: https://www.econbiz.de/10000730729
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