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General equilibrium with constant relative risk aversion and Vasicek interest rates
Goldstein, Robert - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10001208953
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Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša; Zapatero, Fernando - 2004
Persistent link: https://www.econbiz.de/10002346328
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Analytic pricing of employee stock options
Cvitanić, Jakša; Wiener, Zvi; Zapatero, Fernando - In: The review of financial studies 21 (2008) 2, pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
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Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša - 2004
Annotation Introduction to the Economics and Mathematics of Financial Marketsfills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with...
Persistent link: https://www.econbiz.de/10011479555
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The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo - In: Review of derivatives research 11 (2008) 3, pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
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Valuation by simulation of contingent claims with multiple early exercise opportunities
Ibáñez, Alfredo - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 223-248
Persistent link: https://www.econbiz.de/10002032694
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The sensitivity of American options to suboptimal exercise strategies
Ibáñez, Alfredo; Paraskevopoulos, Ioannis - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1563-1590
Persistent link: https://www.econbiz.de/10008909153
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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
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The optimal method for pricing Bermudan options by simulation
Ibáñez, Alfredo; Velasco, Carlos - In: Mathematical finance : an international journal of … 28 (2018) 4, pp. 1143-1180
Persistent link: https://www.econbiz.de/10011969082
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The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo; Ibáñez, Alfredo - In: Journal of international money and finance 86 (2018), pp. 70-92
Persistent link: https://www.econbiz.de/10012000473