Volume 6; Issue 1

Mathematical Finance

Volume 6; Issue 1
1

DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?

Isabelle Bajeux-Besnainou, Jean-Charles Rochet
Journal:
Mathematical Finance
Year:
1996
Language:
english
File:
PDF, 729 KB
english, 1996
2

PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS

Jérôme Barraquand, Thierry Pudet
Journal:
Mathematical Finance
Year:
1996
Language:
english
File:
PDF, 1.45 MB
english, 1996
3

PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION

Hans-Jürg Büttler, Jorg Waldvogel
Journal:
Mathematical Finance
Year:
1996
Language:
english
File:
PDF, 1.70 MB
english, 1996
4

SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION

Yoosef Maghsoodi
Journal:
Mathematical Finance
Year:
1996
Language:
english
File:
PDF, 858 KB
english, 1996
6

ANNOUNCEMENT

Journal:
Mathematical Finance
Year:
1996
Language:
english
File:
PDF, 66 KB
english, 1996