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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian; Sørensen, Michael - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10003543132
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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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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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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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Bounds on European option prices under stochastic volatility
Frey, Rüdiger; Sin, Carlos A. - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 97-116
Persistent link: https://www.econbiz.de/10001372177
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Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
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Step options
Linetsky, Vadim - In: Mathematical finance : an international journal of … 9 (1999) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E. - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 307-324
Persistent link: https://www.econbiz.de/10001224009