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Teichmann, Josef
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Mathematical Finance
Papers / arXiv.org
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Allgemeine Vermessungs-Nachrichten : AVN ; Zeitschrift für alle Bereiche der Geodäsie und Geoinformation
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Astin bulletin : the journal of the International Actuarial Association
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Physica A: Statistical Mechanics and its Applications
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Stochastic Processes and their Applications
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HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
Schachermayer, Walter
;
Teichmann, Josef
- In:
Mathematical Finance
18
(
2008
)
1
,
pp. 155-170
Persistent link: https://www.econbiz.de/10005023787
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A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES
Teichmann, Josef
- In:
Mathematical Finance
15
(
2005
)
1
,
pp. 191-201
Persistent link: https://www.econbiz.de/10005655239
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