Volume 2; Issue 3

Mathematical Finance

Volume 2; Issue 3
1

Option Pricing Under Incompleteness and Stochastic Volatility

Norbert Hofmann, Eckhard Platen, Martin Schweizer
Journal:
Mathematical Finance
Year:
1992
Language:
english
File:
PDF, 1.41 MB
english, 1992
2

Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates

Chris Jones, Frank Milne
Journal:
Mathematical Finance
Year:
1992
Language:
english
File:
PDF, 439 KB
english, 1992
3

Pricing the Quality Option In Treasury Bond Futures

Peter Ritchken, L. Sankarasubramanian
Journal:
Mathematical Finance
Year:
1992
Language:
english
File:
PDF, 740 KB
english, 1992