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On bounding option prices in Paretian stable markets
Popova, Ivilina - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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Evaluating forecasts of correlation using option pricing
Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
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Pricing European options on autocorrelated indexes
Jokivuolle, Esa - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 39-52
Persistent link: https://www.econbiz.de/10001355579
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Simulating path-dependent options : a new approach
Babsiri, Mohamed el; Noel, Gerald - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
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GARCH gamma
Engle, Robert F. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
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Option pricing trees
Amin, Kaushik I. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 34-46
Persistent link: https://www.econbiz.de/10001223171
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Evolution of interest rate models : a comparison
Ho, Thomas S. Y. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
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Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 53-72
Persistent link: https://www.econbiz.de/10001223183