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[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
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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
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Numerical evaluation of the critical price and American options
Allegretto, Walter; Barone-Adesi, Giovanni; Elliott, … - 1994
Persistent link: https://www.econbiz.de/10000899141
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Option pricing with regularized fractional Brownian motions
Aldabe, F. - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 379-397). 1997
Persistent link: https://www.econbiz.de/10001298418
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A discrete time equivalent martingale measure
Elliott, Robert J. - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
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Discontinuous asset prices and non-attainable contingent claims
Colwell, David B. - In: Mathematical finance : an international journal of … 3 (1993) 3, pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
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Analytical solutions for the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - In: Mathematical finance : an international journal of … 3 (1993) 3, pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
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Atainable claims in a Markov market
Bensoussan, Alain - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 121-131
Persistent link: https://www.econbiz.de/10001185056
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Numerical evaluation of the critical price and American options
Allegretto, Walter; Barone-Adesi, Giovanni; Elliott, … - In: The European journal of finance 1 (1995) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
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Stochastic flows and the forward measure
Elliott, Robert J.; Hoek, John van der - In: Finance and stochastics 5 (2001) 4, pp. 511-525
Persistent link: https://www.econbiz.de/10001614608