Found: 5
Select item for more details and to access through your institution.
OPTION PRICING WHEN JUMP RISK IS SYSTEMATIC.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 4, p. 275, doi. 10.1111/j.1467-9965.1992.tb00034.x
- By:
- Publication type:
- Article
PRICING OPTIONS WITH CURVED BOUNDARIES.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 4, p. 275, doi. 10.1111/j.1467-9965.1992.tb00033.x
- By:
- Publication type:
- Article
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 4, p. 251, doi. 10.1111/j.1467-9965.1992.tb00032.x
- By:
- Publication type:
- Article
A MARTINGALE REPRESENTATION RESULT AND AN APPLICATION TO INCOMPLETE FINANCIAL MARKETS.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 4, p. 239, doi. 10.1111/j.1467-9965.1992.tb00031.x
- By:
- Publication type:
- Article
PRICING OPTIONS ON RISKY ASSETS IN A STOCHASTIC INTEREST RATE ECONOMY.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 4, p. 217, doi. 10.1111/j.1467-9965.1992.tb00030.x
- By:
- Publication type:
- Article