Narrow search
Showing 41 - 50 of 1,090
Cover Image
Pricing of American path-dependent contingent claims
Barraquand, Jérôme - In: Mathematical finance : an international journal of … 6 (1996) 1, pp. 17-51
Persistent link: https://www.econbiz.de/10001201645
Cover Image
Dynamic spanning: are options an appropriate instrument?
Bajeux-Besnainou, Isabelle - In: Mathematical finance : an international journal of … 6 (1996) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001201646
Cover Image
Asset swaps with Asian-style payoffs
Chance, Don M. - In: The journal of derivatives : the official publication … 3 (1996) 4, pp. 64-77
Persistent link: https://www.econbiz.de/10001202803
Cover Image
The term structure of equity risk : an empirical analysis
Dravid, Ajay R. - In: The journal of derivatives : the official publication … 3 (1996) 4, pp. 48-63
Persistent link: https://www.econbiz.de/10001202804
Cover Image
Implied trinomial trees of the volatility smile
Derman, Emanuel - In: The journal of derivatives : the official publication … 3 (1996) 4, pp. 7-22
Persistent link: https://www.econbiz.de/10001202805
Cover Image
Pricing foreign index contingent claims : an application to Nikkei Index warrants
Dravid, Ajay R. - In: The journal of derivatives : the official publication … 1 (1993) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10001202809
Cover Image
Efficient procedures for valuing European and American path-dependent options
Hull, John - In: The journal of derivatives : the official publication … 1 (1993) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10001202810
Cover Image
Reference check: a bibliography of exotic options models
Lyden, Scott - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 79-91
Persistent link: https://www.econbiz.de/10001207618
Cover Image
An empirical examination of the Longstaff-Schwartz bond option valuation model
Uhrig, Marliese - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 41-54
Persistent link: https://www.econbiz.de/10001207623
Cover Image
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E. - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10001207627