BESSEL-PROCESSES, ASIAN OPTIONS, AND PERPETUITIES.Published in:Mathematical Finance, 1993, v. 3, n. 4, p. 349, doi. 10.1111/j.1467-9965.1993.tb00092.xBy:Geman, Hélyette;Yor, MarcPublication type:Article
A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL.Published in:Mathematical Finance, 1993, v. 3, n. 4, p. 311, doi. 10.1111/j.1467-9965.1993.tb00091.xBy:Bossaerts, Peter;Hillion, PierrePublication type:Article