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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Option pricing theory
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Alòs, Elisa
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Institut for Finansiering <Frederiksberg>
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
2
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
3
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
Saved in:
4
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
5
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Saved in:
6
Asset pricing implications of benchmarking : a two-factor
CAPM
Ǵomez, Juan-Pedro
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002050252
Saved in:
7
Keeping up with the Joneses : an international asset pricing model
Gómez, Juan-Pedro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002050330
Saved in:
8
A comparison of stock market mechanisms
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
Saved in:
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