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Option pricing with hedging at...
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Theorie
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Vorst, Ton
79
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52
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17
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10
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10
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9
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8
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7
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7
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6
Li, Minqiang
6
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6
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5
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4
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4
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3
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18
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7
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Options : classic approaches to pricing and modelling
1
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1
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ECONIS (ZBW)
RePEc
51
OLC EcoSci
26
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6
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2
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1
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1
On Walras' model of general economic equilibrium
Daal, Johannes van
-
1984
Persistent link: https://www.econbiz.de/10000716255
Saved in:
2
A note on the urban retail model
Kaashoek, Johan F.
-
1984
Persistent link: https://www.econbiz.de/10000716258
Saved in:
3
Option pricing with hedging at fixed trading dates
Mercurio, Fabio
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Saved in:
4
The general linear group of polynomial rings over regular rings
Vorst, Ton
-
1980
Persistent link: https://www.econbiz.de/10001379116
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5
Ki-regularity for rings associated with a simplicial complex
Vorst, Ton
-
1981
Persistent link: https://www.econbiz.de/10001379186
Saved in:
6
Optimal portfolios under a value at risk constraint
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10001504654
Saved in:
7
The general linear group of discrete hodge algebras
Vorst, Ton
-
1985
Persistent link: https://www.econbiz.de/10000716585
Saved in:
8
The relation between the rent and selling price of a building under optimal maintenance with uncertainty
Vorst, Ton
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 315-320
Persistent link: https://www.econbiz.de/10001027169
Saved in:
9
A pricing model for American options with Gaussian interest rates
Menkveld, Albert J.
;
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10001504675
Saved in:
10
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
-
1999
Persistent link: https://www.econbiz.de/10001447155
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