Pricing futures on geometric indexes: A discrete time approach
Year of publication: |
2007
|
---|---|
Authors: | Harel, Arie ; Harpaz, Giora ; Francis, Jack |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 28.2007, 3, p. 227-240
|
Publisher: |
Springer |
Subject: | Geometric indexes | Futures pricing | Risk-neutral valuation | Discrete time model |
-
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong, (2012)
-
Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption
Gatabazi, P., (2022)
-
Neural networks meet least squares Monte Carlo at internal model data
Jonen, Christian, (2022)
- More ...
-
Harel, Arie, (2011)
-
FAIR ACTUARIAL VALUES FOR DEDUCTIBLE INSURANCE POLICIES IN THE PRESENCE OF PARAMETER UNCERTAINTY
HAREL, ARIE, (2007)
-
SECURITY MARKETS WITH PRICE LIMITS: A BAYESIAN APPROACH
HAREL, ARIE, (2006)
- More ...