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Numerical analysis
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The journal of futures markets
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1
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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2
Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin
;
Ko, Kunyi
;
Shackleton, Mark B.
;
Yeh, …
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1026-1057
Persistent link: https://www.econbiz.de/10008900940
Saved in:
3
The value of mortgage prepayment and default options
Chen, Yong
;
Connolly, Michael B.
;
Tang, Wenjin
;
Su, Tie
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 840-861
Persistent link: https://www.econbiz.de/10003900917
Saved in:
4
On the enhanced convergence of standard lattice methods for option pricing /Martin Widdicks...
Widdicks, Martin
;
Andricopoulos, Ari D.
;
Newton, David P.
; …
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 315-338
Persistent link: https://www.econbiz.de/10001678270
Saved in:
5
An application of finite elements to option pricing
Tomas, Michael J.
;
Yalamanchili, Kishore K.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10001537232
Saved in:
6
Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan
;
Guo, Xiaoqiang
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
Saved in:
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