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Results:
1-10
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Results: 10
Authors:
Vetzal, KR
Forsyth, PA
Citation: Kr. Vetzal et Pa. Forsyth, Discrete parisian and delayed barrier options: A general numerical approach, ADV FUT OPT, 10, 1999, pp. 1-15
Authors:
Li, AL
Citation: Al. Li, The pricing of double barrier options and their variations, ADV FUT OPT, 10, 1999, pp. 17-41
Authors:
Jorgensen, PL
Raaballe, J
Citation: Pl. Jorgensen et J. Raaballe, Numeraire invariance, change of measure, and pricing by arbitrage in continuous-time financial models, ADV FUT OPT, 10, 1999, pp. 43-65
Authors:
Xu, DP
Citation: Dp. Xu, Introducing a twist into finite-state Heath-Jarrow-Morton term structure modeling, ADV FUT OPT, 10, 1999, pp. 67-102
Authors:
Barucci, E
Mancino, ME
Citation: E. Barucci et Me. Mancino, Wiener chaos and hermite polynomials expansions for pricing and hedging contingent claims, ADV FUT OPT, 10, 1999, pp. 103-134
Authors:
Lewis, CM
Pennacchi, GG
Citation: Cm. Lewis et Gg. Pennacchi, Valuing insurance for defined-benefit pension plans, ADV FUT OPT, 10, 1999, pp. 135-167
Authors:
Goncalves, FD
Citation: Fd. Goncalves, Strategic decisions in ocean shipping with contingent claims, ADV FUT OPT, 10, 1999, pp. 169-195
Authors:
Sarkar, S
Low, A
Muthuswamy, J
Terry, E
Citation: S. Sarkar et al., Optimal conversion terms for a subordinated zero-coupon convertible bond, ADV FUT OPT, 10, 1999, pp. 197-217
Authors:
Fleming, J
Citation: J. Fleming, The economic significance of the forecast bias of S&P 100 index option implied volatility, ADV FUT OPT, 10, 1999, pp. 219-251
Authors:
Lien, DHD
Citation: Dhd. Lien, Futures hedging and stochastic volatility, ADV FUT OPT, 10, 1999, pp. 253-265
Risultati:
1-10
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