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
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1992 AND VI 2 AND IP 4
Results: 5
1
2
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
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- Publication type:
- Article
3
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
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- Publication type:
- Article
4
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
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- Publication type:
- Article
5
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
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- Publication type:
- Article