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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"fin"
~language:"slk"
~person:"Breton, Michèle"
~person:"Ibraimi, Meriton"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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Option pricing theory
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Breton, Michèle
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Dai, Min
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Journal of economic dynamics & control
Journal of banking & finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
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1
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
2
Consistent modeling of S&P 500 and VIX derivatives : a remark on Lin and Chang's paper
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-715
Persistent link: https://www.econbiz.de/10009554315
Saved in:
3
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
4
A dynamic programming approach for pricing options embedded in bonds
Ben-Ameur, Hatem
;
Breton, Michèle
;
Karoui, Lotfi
; …
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2212-2233
Persistent link: https://www.econbiz.de/10003485019
Saved in:
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