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Maxim portfolios in models where immunization is not feasible
Balbás de la Corte, Alejandro; Ibáñez, Alfredo - In: Computational methods in decision-making, economics and …, (pp. 139-165). 2010
Persistent link: https://www.econbiz.de/10009153090
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Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo - In: Journal of banking & finance 32 (2008) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10003647242