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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries
Buchen, Peter W.; Konstandatos, Otto - In: Applied mathematical finance 16 (2009) 5/6, pp. 497-515
Persistent link: https://www.econbiz.de/10003916660
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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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A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 16 (2009) 6, pp. 497-516
Persistent link: https://www.econbiz.de/10008329416
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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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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
Cover Image
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Chiarella, Carl; Sklibosios, Christina Nikitopoulos; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-400
Persistent link: https://www.econbiz.de/10008221447