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PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS
Kallsen, Jan; Muhle‐Karbe, Johannes; Voß, Moritz - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 627-642
Persistent link: https://www.econbiz.de/10009258252
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Non-time additive utility optimization-the case of certainty
Bank, P.; Riedel, F. - In: Journal of mathematical economics 33 (2000) 3, pp. 271-290
Persistent link: https://www.econbiz.de/10006046602
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Hedging and Portfolio Optimization in Financial Markets with a Large Trader
Bank, Peter; Baum, Dietmar - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10008215002
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Existence and structure of stochastic equilibria with intertemporal substitution
Bank, Peter; Riedel, Frank - In: Finance and stochastics 5 (2001) 4, pp. 487-510
Persistent link: https://www.econbiz.de/10008216791
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Preface
Bank, Peter; Černý, Aleš - In: Review of derivatives research 12 (2009) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008253794
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Managementmodelle von Industrie- und Gewerbegebieten : Abhängigkeit und Potential von gegebenen Strukturen
Reinfeldt, Martin; Bank, Peter - In: Umweltwirtschaftsforum : UWF 20 (2012) 2/4, pp. 105-113
Persistent link: https://www.econbiz.de/10010057694
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Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy; Soner, Halil Mete - In: Finance and stochastics 2 (1998) 4, pp. 369-398
Persistent link: https://www.econbiz.de/10008218798
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Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy; Soner, Halil Mete - In: Finance and stochastics 2 (1998) 4, pp. 369-398
Persistent link: https://www.econbiz.de/10008218803
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Duality and convergence for binomial markets with friction
Dolinsky, Yan; Soner, Halil Mete - In: Finance and stochastics 17 (2013) 3, pp. 447-475
Persistent link: https://www.econbiz.de/10010131734
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LIQUIDITY IN A BINOMIAL MARKET
Gökay, Selim; Soner, Halil Mete - In: Mathematical finance : an international journal of … 22 (2012) 2, pp. 250-277
Persistent link: https://www.econbiz.de/10009830078