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~subject:"Option pricing theory"
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Option pricing theory
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English
17
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Gibson, Rajna
13
Chesney, Marc
9
Henin, Claude
3
Pistre, Nathalie
3
Talay, Denis
3
Elliott, Robert J.
2
Lhabitant, François-Serge
2
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1
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5
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3
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2
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ECONIS (ZBW)
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Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
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2
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
2010
Persistent link: https://www.econbiz.de/10008904346
Saved in:
3
Using second order stochastic dominance and linear options to bound non-linear options premia
Henin, Claude
;
Pistre, Nathalie
- In:
Advances in investment analysis and portfolio …
5
(
1998
),
pp. 145-180
Persistent link: https://www.econbiz.de/10001404500
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4
Stochastic dominance arguments and the bounding of the generalized concave option price
Henin, Claude
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 629-670
Persistent link: https://www.econbiz.de/10001249193
Saved in:
5
Bounding the generalized convex call price
Henin, Claude
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 239-259
Persistent link: https://www.econbiz.de/10001210193
Saved in:
6
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
Saved in:
7
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
8
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10000817550
Saved in:
9
Option pricing theory, security design and shareholders' risk incentives
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000906346
Saved in:
10
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
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