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Stochastic calculus for finance
Shreve, Steven E. - 2004
Persistent link: https://www.econbiz.de/10001782371
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Options on a traded account : vacation calls, vacation puts and passport options
Shreve, Steven E.; Večeř, Jan - In: Finance and stochastics 4 (2000) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10001487062
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Robustness of the black and scholes formula
El Karoui, Nicole - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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Stochastic optimal control : the discrete-time case
Bertsekas, Dimitri P.; Shreve, Steven E. - 1996 - [Reprint]
Persistent link: https://www.econbiz.de/10000633414
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Valuation of exotic options under shortselling constraints
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe - In: Finance and stochastics 6 (2002) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001662454
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Methods of mathematical finance
Karatzas, Ioannis; Shreve, Steven E. - 2003 - [Nachdr.]
Persistent link: https://www.econbiz.de/10002642179
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Asymptotic analysis for optimal investment and consumption with transaction costs
Janeček, Karel; Shreve, Steven E. - In: Finance and stochastics 8 (2004) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10002012481
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A general framework for pricing credit risk
Bélanger, Alain; Shreve, Steven E.; Wong, Dennis - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 317-350
Persistent link: https://www.econbiz.de/10002125505
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Satisfying convex risk limits by trading
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; … - In: Finance and stochastics 9 (2005) 2, pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
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The binomial asset pricing model
Shreve, Steven E. - 2004
Persistent link: https://www.econbiz.de/10002107329