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A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
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The pricing of options with an uncertain interest rate : a discrete-time approach
Sandmann, Klaus - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 201-216
Persistent link: https://www.econbiz.de/10001333344
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Option pricing for jump diffusions : approximations and their interpretation
Mercurio, Fabio - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 191-200
Persistent link: https://www.econbiz.de/10001333345
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Convergence of the critical price in the approximation of American options
Lamberton, Damien - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 179-190
Persistent link: https://www.econbiz.de/10001333346
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Impulse control method and exchange rate
Jeanblanc, Monique - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
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Option and futures evaluation with deterministic volatilities
Jamshidian, Farshid - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 149-159
Persistent link: https://www.econbiz.de/10001333348
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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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Consols in the CIR model
Delbaen, Freddy - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 125-134
Persistent link: https://www.econbiz.de/10001333350
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From discrete to continuous financial models : new convergence results for option pricing
Cutland, Nigel - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 101-123
Persistent link: https://www.econbiz.de/10001333351
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352