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Finance and stochastics
European journal of operational research : EJOR
735
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282
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215
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ECONIS (ZBW)
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1
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
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2
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
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3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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4
Irreversible investment problems
Øksendal, Anders
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10001487038
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5
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
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6
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
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7
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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8
Exploding hedging errors for digital options
Gallus, Christoph
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
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9
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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10
Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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