IMPULSE CONTROL METHOD AND EXCHANGE RATE.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 161, doi. 10.1111/j.1467-9965.1993.tb00085.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1993 AND VI 3 AND IP 2
Results: 12
1
2
THE PRICING OF OPTIONS WITH AN UNCERTAIN INTEREST RATE: A DISCRETE-TIME APPROACH.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 201, doi. 10.1111/j.1467-9965.1993.tb00088.x
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- Article
3
OPTION PRICING FOR JUMP DIFFUSIONS: APPROXIMATIONS AND THEIR INTERPRETATION.
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- Mathematical Finance, 1993, v. 3, n. 2, p. 191, doi. 10.1111/j.1467-9965.1993.tb00087.x
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- Publication type:
- Article
4
OPTION AND FUTURES EVALUATION WITH DETERMINISTIC VOLATILITIES.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 149, doi. 10.1111/j.1467-9965.1993.tb00084.x
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- Publication type:
- Article
5
A COUNTEREXAMPLE TO SEVERAL PROBLEMS IN THE THEORY OF ASSET PRICING.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 217, doi. 10.1111/j.1467-9965.1993.tb00089.x
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- Publication type:
- Article
6
ON SOME EXPONENTIAL-INTEGRAL FUNCTIONALS OF BESSEL PROCESSES.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 231, doi. 10.1111/j.1467-9965.1993.tb00090.x
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- Publication type:
- Article
7
OPTIMAL INVESTMENT WITH UNDIVERSIFIABLE INCOME RISK.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 135, doi. 10.1111/j.1467-9965.1993.tb00083.x
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- Publication type:
- Article
8
CONVERGENCE OF THE CRITICAL PRICE IN THE APPROXIMATION OF AMERICAN OPTIONS.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 179, doi. 10.1111/j.1467-9965.1993.tb00086.x
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- Publication type:
- Article
9
CONSOLS IN THE CIR MODEL.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 125, doi. 10.1111/j.1467-9965.1993.tb00082.x
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- Publication type:
- Article
10
FROM DISCRETE TO CONTINUOUS FINANCIAL MODELS: NEW CONVERGENCE RESULTS FOR OPTION PRICING.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 101, doi. 10.1111/j.1467-9965.1993.tb00081.x
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- Publication type:
- Article
11
A JUMP/DIFFUSION CONSUMPTION-BASED CAPITAL ASSET PRICING MODEL AND THE EQUITY PREMIUM PUZZLE.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 65, doi. 10.1111/j.1467-9965.1993.tb00079.x
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- Publication type:
- Article
12
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 85, doi. 10.1111/j.1467-9965.1993.tb00080.x
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- Publication type:
- Article