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Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle; Portait, Roland - In: Applied mathematical finance 5 (1998) 3/4, pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
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Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi - In: Applied mathematical finance 13 (2006) 2, pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
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A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc - In: Applied mathematical finance 13 (2006) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin; Alexandropoulos, C. A. - In: Applied mathematical finance 13 (2006) 3, pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
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Efficient pricing of derivatives on assets with discrete dividends
Vellekoop, Michel; Nieuwenhuis, J. H. - In: Applied mathematical finance 13 (2006) 3, pp. 265-284
Persistent link: https://www.econbiz.de/10003383705
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Option pricing with a pentanomial lattice model that incorporates skewness and kurtosis
Primbs, James A,; Rathinam, Muruhan; Yamada, Yuri - In: Applied mathematical finance 14 (2007) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003542936
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Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.; Hurd, T. R. - In: Applied mathematical finance 14 (2007) 4, pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
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Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G. - In: Applied mathematical finance 14 (2007) 4, pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
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Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes
Ribeiro, Claudia; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 333-352
Persistent link: https://www.econbiz.de/10003396211