A YIELD-FACTOR MODEL OF INTEREST RATES.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 4, p. 379, doi. 10.1111/j.1467-9965.1996.tb00123.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 1996 AND VI 6 AND IP 4
Results: 4
1
2
PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 4, p. 365, doi. 10.1111/j.1467-9965.1996.tb00122.x
- By:
- Publication type:
- Article
3
MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 4, p. 341, doi. 10.1111/j.1467-9965.1996.tb00121.x
- By:
- Publication type:
- Article
4
ERRATUM TO "A STOCHASTIC EXTENSION OF THE MILLER-MODIGLIANI FRAMEWORK.".
- Published in:
- 1996
- By:
- Publication type:
- Erratum