RISK-MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION.
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- Mathematical Finance, 1994, v. 4, n. 4, p. 327, doi. 10.1111/j.1467-9965.1994.tb00062.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1994 AND VI 4 AND IP 4
Results: 5
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2
THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS.
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- Mathematical Finance, 1994, v. 4, n. 4, p. 313, doi. 10.1111/j.1467-9965.1994.tb00061.x
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- Publication type:
- Article
3
WHEN IS THE SHORT RATE MARKOVIAN?
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- Mathematical Finance, 1994, v. 4, n. 4, p. 305, doi. 10.1111/j.1467-9965.1994.tb00060.x
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- Publication type:
- Article
4
CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS.
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- Mathematical Finance, 1994, v. 4, n. 4, p. 289, doi. 10.1111/j.1467-9965.1994.tb00059.x
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- Publication type:
- Article
5
ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES.
- Published in:
- Mathematical Finance, 1994, v. 4, n. 4, p. 343, doi. 10.1111/j.1467-9965.1994.tb00063.x
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- Publication type:
- Article