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Option pricing theory
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Roorda, B.
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Engwerda, Jacob Christiaan
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Annals of operations research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree
Roorda, B.
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2010
Persistent link: https://www.econbiz.de/10008760327
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Coherent acceptability measures in multiperiod models
Roorda, B.
;
Schumacher, Johannes M.
;
Engwerda, Jacob …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
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pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
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