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Optionspreistheorie
13
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12
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9
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9
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Hughston, Lane P.
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Mackie, Ewan
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ECONIS (ZBW)
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Option pricing: past, present, future ; introduction
Hughston, Lane P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. XIII-XVIII)
.
1999
Persistent link: https://www.econbiz.de/10001772442
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2
The new interest rate models
Hughston, Lane P.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001522106
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3
Options : classic approaches to pricing and modelling
Hughston, Lane P.
(
ed.
)
-
1999
Persistent link: https://www.econbiz.de/10013552260
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4
Modelling information flows in financial markets
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
Advanced mathematical methods for finance
,
(pp. 133-153)
.
2011
Persistent link: https://www.econbiz.de/10008991316
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5
Pricing fixed-income securities in an information-based framework
Hughston, Lane P.
;
Macrina, Andrea
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
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6
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
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7
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
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8
Information-based asset pricing
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 107-142
Persistent link: https://www.econbiz.de/10003692732
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9
Social discounting and the long rate of interest
Brody, Dorje C.
;
Hughston, Lane P.
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 306-334
Persistent link: https://www.econbiz.de/10011969159
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10
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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