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Pricing Options On Risky Asset...
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1
Pricing foreign currency options under stochastic interest rates
Amin, Kaushik I.
;
Jarrow, Robert A.
- In:
Journal of International Money and Finance
10
(
1991
)
3
,
pp. 310-329
Persistent link: https://www.econbiz.de/10005402665
Saved in:
2
Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
;
Jarrow, Robert A.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000827111
Saved in:
3
Pricing foreign currency options under stochastic interest rates
Amin, Kaushik I.
- In:
Journal of international money and finance
10
(
1991
)
3
,
pp. 310-329
Persistent link: https://www.econbiz.de/10001110876
Saved in:
4
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
Saved in:
5
On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
Saved in:
6
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
;
Morton, Andrew J.
- In:
Journal of Financial Economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10005376561
Saved in:
7
Jump Diffusion Option Valuation in Discrete Time
Amin, Kaushik I.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1833-1864
Persistent link: https://www.econbiz.de/10006603624
Saved in:
8
Option Valuation with Systematic Stochastic Volatility
Amin, Kaushik I.
;
Ng, Victor K.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 881-910
Persistent link: https://www.econbiz.de/10006603670
Saved in:
9
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
;
Morton, Andrew J.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10006535825
Saved in:
10
Pricing American options with stochastic interest rates
Amin, Kaushik I.
-
1989
Persistent link: https://www.econbiz.de/10004121884
Saved in:
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