ISSN 1380-6645
Publisher: Springer
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Theory of Storage and the Pricing of Commodity Claims pp. 5-24(20) Authors: Nielsen M.J.; Schwartz E.S.
Option Pricing Bounds and the Elasticity of the Pricing Kernel pp. 25-51(27) Author: Huang J.
Lean TreesA General Approach for Improving Performance of Lattice Models for Option Pricing pp. 53-72(20) Authors: Baule R.; Wilkens M.