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Minimum Option Prices Under Decreasing Absolute Risk Aversion
Mathur, Kamlesh; Ritchken, Peter - In: Review of derivatives research 3 (1999) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10005962189
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Interest Rate Option Pricing With Volatility Humps
Ritchken, Peter; Chuang, Iyuan - In: Review of derivatives research 3 (1999) 3, pp. 237-262
Persistent link: https://www.econbiz.de/10005962193
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Minimum option prices under decreasing absolute risk aversion
Mathur, Kamlesh; Ritchken, Peter H. - In: Review of derivatives research 3 (1999) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10001484569
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Interest rate option pricing with volatility humps
Ritchken, Peter H.; Chuang, Iyuan - In: Review of derivatives research 3 (1999) 3, pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
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On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N. - In: Review of derivatives research 1 (1997) 4, pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
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On pricing kernels and finite-state variable health Jarrow Morton models
Pennacchi, George G. - In: Review of derivatives research 1 (1996) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001205609
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An empirical comparison of GARCH option pricing models
Hsieh, K.C.; Ritchken, Peter H. - In: Review of derivatives research 8 (2005) 3, pp. 129-150
Persistent link: https://www.econbiz.de/10003408018