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Mortgage option deltas
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Option pricing theory
4
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O'Connor, Ian
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Palmer, Ken
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Centre of Financial Studies
National Bureau of Economic Research
285
International Monetary Fund (IMF)
62
Centre for Analytical Finance <Århus>
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International Monetary Fund
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Schweizerisches Bankwesen <Zürich>
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Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Verlag Dr. Kovač
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Inter-American Development Bank / Research Department
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
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ECONIS (ZBW)
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Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
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2
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
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3
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
4
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
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