Option Pricing With V. G. Martingale Components.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 4, p. 39, doi. 10.1111/j.1467-9965.1991.tb00018.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1991 AND VI 1 AND IP 4
Results: 5
1
2
A Nonstandard Approach to Option Pricing.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 4, p. 1, doi. 10.1111/j.1467-9965.1991.tb00017.x
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- Publication type:
- Article
3
BOOK REVIEW.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 4, p. 95, doi. 10.1111/j.1467-9965.1991.tb00021.x
- Publication type:
- Article
4
Interest Rate Option Pricing With Poisson-Gaussian Forward Rate Curve Processes.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 4, p. 77, doi. 10.1111/j.1467-9965.1991.tb00020.x
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- Publication type:
- Article
5
A Stochastic Extension of the Miller-Modigliani Framework.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 4, p. 57, doi. 10.1111/j.1467-9965.1991.tb00019.x
- By:
- Publication type:
- Article