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Pricing foreign exchange options under intervention by absorption modeling
Saito, Taiga - In: Asia-Pacific financial markets 23 (2016) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10011619875
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Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad; Chiarella, Carl; Pham, Toan M. - In: Asia-Pacific financial markets 8 (2001) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
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Good-deal option price bounds for a non-traded event with stochastic return : a note
Kim, Yong-jin - In: Asia-Pacific financial markets 11 (2004) 2, pp. 135-141
Persistent link: https://www.econbiz.de/10003357633
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A new control variate estimator for an Asian option
Kamizono, Kenji; Kariya, Takeaki; Liu, Regina Y.; … - In: Asia-Pacific financial markets 11 (2004) 2, pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
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An explicit finite difference approach to the pricing problems of perpetual Bermudan options
Muroi, Yoshifumi; Yamada, Takashi - In: Asia-Pacific financial markets 15 (2008) 3/4, pp. 229-253
Persistent link: https://www.econbiz.de/10003833262
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Comparison of randomization techniques for low-discrepancy sequences in finance
Tamura, Tsutomu - In: Asia-Pacific financial markets 12 (2005) 3, pp. 227-244
Persistent link: https://www.econbiz.de/10003407436
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A discrete Itô calculus approach to Heś framework for multi-factor discrete markets
Akahori, Jirô - In: Asia-Pacific financial markets 12 (2005) 3, pp. 273-287
Persistent link: https://www.econbiz.de/10003407439
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A remark on a singular perturbation method for option pricing under a stochastic volatility model
Yamamoto, Kyo; Takahashi, Akihiko - In: Asia-Pacific financial markets 16 (2009) 4, pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
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Valuation of a repriceable executive stock option
Fujita, Takahiko; Ishii, Masahiro - In: Asia-Pacific financial markets 17 (2010) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003969995
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On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs
Imai, Hitoshi; Ishimura, Naoyuki; Mottate, Ikumi; … - In: Asia-Pacific financial markets 13 (2006) 4, pp. 315-326
Persistent link: https://www.econbiz.de/10003609511