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Computation of Greeks and multidimensional density estimation for asset price models with time-changed Brownian motion
Kawai, Reiichiro; Kohatsu-Higa, Arturo - In: Applied mathematical finance 17 (2010) 3/4, pp. 302-321
Persistent link: https://www.econbiz.de/10008653256
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Bonds and options in exponentially affine bond models
Bermin, Hans-Peter - In: Applied mathematical finance 19 (2012) 5/6, pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
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Hedging lookback and partial lookback options using Malliavin calculus
Bermin, Hans-Peter - In: Applied mathematical finance 7 (2000) 2, pp. 75-100
Persistent link: https://www.econbiz.de/10001563798
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Two exotic lookback options
Bermin, Hans-Peter; Buchen, Peter W.; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 3/4, pp. 387-402
Persistent link: https://www.econbiz.de/10003751373
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Hedging lookback and partial lookback options using Malliavin calculus
Bermin, Hans-Peter - In: Applied mathematical finance 7 (2000) 2, pp. 75-100
Persistent link: https://www.econbiz.de/10008217350
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 4, pp. 387
Persistent link: https://www.econbiz.de/10008221004
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Bonds and Options in Exponentially Affine Bond Models
Bermin, Hans-Peter - In: Applied mathematical finance 19 (2012) 6, pp. 513-535
Persistent link: https://www.econbiz.de/10010025387
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 3-4, pp. 387
Persistent link: https://www.econbiz.de/10008098218
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Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion
Kawai, Reiichiro; Kohatsu-Higa, Arturo - In: Applied mathematical finance 17 (2010) 4, pp. 301-322
Persistent link: https://www.econbiz.de/10008443441