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Trade execution games in a Markovian environment
Ohnishi, Masamitsu; Shimoshimizu, Makoto - In: Applied mathematical finance 31 (2024) 4, pp. 239-277
Persistent link: https://www.econbiz.de/10015415729
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Markov interest rate models
Hagan, Patrick S.; Woodward, Diana E. - In: Applied mathematical finance 6 (1999) 4, pp. 233-260
Persistent link: https://www.econbiz.de/10001517815
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The pricing of risky coupon bonds
Choong, Lilly; McKenzie, George - In: Applied mathematical finance 6 (1999) 4, pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
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Various passport options and their valuation
Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul - In: Applied mathematical finance 6 (1999) 4, pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
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A framework for valuing corporate securities
Ericsson, Jan; Reneby, Joel - In: Applied mathematical finance 5 (1998) 3/4, pp. 143-163
Persistent link: https://www.econbiz.de/10001446799
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Option pricing in incomplete discrete markets
Wolczyńska, Grażyna - In: Applied mathematical finance 5 (1998) 3/4, pp. 165-179
Persistent link: https://www.econbiz.de/10001446806
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Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle; Portait, Roland - In: Applied mathematical finance 5 (1998) 3/4, pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
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Random walk duality and the valuation of discrete lookback options
Aitsahlia, Farid; Lai, Tze Leung - In: Applied mathematical finance 5 (1998) 3/4, pp. 227-240
Persistent link: https://www.econbiz.de/10001446815
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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
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A hybrid method for pricing European options based on multiple assets with transaction costs
Pacelli, Graziella; Recchioni, Maria Cristina; Zirilli, … - In: Applied mathematical finance 6 (1999) 2, pp. 61-85
Persistent link: https://www.econbiz.de/10001449240