Pricing and Hedging Discount Bond Options in the Presence of Model Risk.
- Published in:
- European Finance Review, 2000, v. 4, n. 1, p. 69, doi. 10.1023/A:1009826128801
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- Publication type:
- Article
Works matching IS 13826662 AND DT 2000 AND VI 4 AND IP 1
Results: 4
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2
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate.
- Published in:
- European Finance Review, 2000, v. 4, n. 1, p. 51, doi. 10.1023/A:1009833908681
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- Publication type:
- Article
3
The Valuation of Volatility Options.
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- European Finance Review, 2000, v. 4, n. 1, p. 21, doi. 10.1023/A:1009814324980
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- Publication type:
- Article
4
Optimal Portfolio Choice under Heterogeneous Beliefs.
- Published in:
- European Finance Review, 2000, v. 4, n. 1, p. 1, doi. 10.1023/A:1009876209659
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- Publication type:
- Article