Tradable Schemes
Year of publication: |
2001-05-21
|
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Authors: | Hoogland, Jiri ; Neumann, Dimitri |
Institutions: | EconWPA |
Subject: | contingent claim pricing | numeric methods | asian options | cash dividend | partial differential equation |
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Asians and cash dividends: Exploiting symmetries in pricing theory
Hoogland, Jiri, (2001)
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Scale invariance and contingent claim pricing
Hoogland, Jiri, (1999)
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Scale invariance and contingent claim pricing II: Path-dependent contingent claims
Hoogland, Jiri, (1999)
- More ...
-
Asians and cash dividends: Exploiting symmetries in pricing theory
Hoogland, Jiri, (2001)
-
Scale invariance and contingent claim pricing
Hoogland, Jiri, (1999)
-
Scale invariance and contingent claim pricing II: Path-dependent contingent claims
Hoogland, Jiri, (1999)
- More ...