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Volume 6; Issue 1
Main
Mathematical Finance
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 1996
5
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT
Sergio Pastorello
Journal:
Mathematical Finance
Year:
1996
Language:
english
File:
PDF, 347 KB
Your tags:
english, 1996
6
ANNOUNCEMENT
Journal:
Mathematical Finance
Year:
1996
Language:
english
File:
PDF, 66 KB
Your tags:
english, 1996
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