Narrow search
Showing 1 - 4 of 4
Cover Image
Utility based pricing of contingent claims in incomplete markets
Gamba, Andrea; Pellizzari, Paolo - In: Applied mathematical finance 9 (2002) 4, pp. 241-260
Persistent link: https://www.econbiz.de/10001728728
Cover Image
An improved binomial lattice method for multi-dimensional options
Gamba, Andrea; Trigeorgis, Lenos - In: Applied mathematical finance 14 (2007) 5, pp. 453-475
Persistent link: https://www.econbiz.de/10003637477
Cover Image
An Improved Binomial Lattice Method for Multi-Dimensional Options
Gamba, Andrea; Trigeorgis, Lenos - In: Applied mathematical finance 14 (2007) 5, pp. 453
Persistent link: https://www.econbiz.de/10008221444
Cover Image
A moment-based analytic approximation of the risk-neutral density of American options
Arismendi Zambrano, Juan Carlos; Prokopczuk, Marcel - In: Applied mathematical finance 23 (2016) 5/6, pp. 409-444
Persistent link: https://www.econbiz.de/10011704266