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Solution of the extended CIR term structure and bond option valuation
Maghsoodi, Yoosef - In: Mathematical finance : an international journal of … 6 (1996) 1, pp. 89-109
Persistent link: https://www.econbiz.de/10001201643
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Pricing of American path-dependent contingent claims
Barraquand, Jérôme - In: Mathematical finance : an international journal of … 6 (1996) 1, pp. 17-51
Persistent link: https://www.econbiz.de/10001201645
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Dynamic spanning: are options an appropriate instrument?
Bajeux-Besnainou, Isabelle - In: Mathematical finance : an international journal of … 6 (1996) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001201646
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Martingale approach to pricing perpetual American options on two stocks
Gerber, Hans U. - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 303-322
Persistent link: https://www.econbiz.de/10001208957
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A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan - In: Mathematical finance : an international journal of … 4 (1994) 3, pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
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Double lookbacks
He, Hua - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 201-228
Persistent link: https://www.econbiz.de/10001245922
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When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
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Model-independent no-arbitrage conditions on American put options
Cox, Alexander M. G.; Hoeggerl, Christoph - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 431-458
Persistent link: https://www.econbiz.de/10011577173
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Valuation of barrier options via a general self-duality
Alòs, Elisa; Chen, Zhanyu; Rheinländer, Thorsten - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
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Option pricing and hedging with execution costs and market impact
Guéant, Olivier; Pu, Jiang - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 803-831
Persistent link: https://www.econbiz.de/10011764978