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Optimal timing of investments modeled as perpetual American options in a Levy market
Adinya, Ini; Ekhaguere, G. O. S. - In: International journal of financial engineering 9 (2022) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10013188768
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Game options approach in company radical technological innovation with generalized poisson jump process
Hajaji, A. El; Serghini, A.; Mokhlis, K.; Hilal, K.; … - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-18
Persistent link: https://www.econbiz.de/10011778272
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Optimal investment risks management strategies of an economy in a financial crisis
Nkeki, Charles I. - In: International journal of financial engineering 5 (2018) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011922949
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Signaling game models of equity financing under information asymmetry and finite project life
Wang, Qiuqi; Kwok, Yue-Kuen - In: International journal of financial engineering 6 (2019) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012028847
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Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif; Sorwar, Ghulam; Dowd, Kevin - In: International journal of financial engineering 2 (2015) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
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An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng; Wang, Wenfei - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
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Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe; Ligato, Simone - In: International journal of financial engineering 2 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011333436
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New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo; Zhong, Shouming - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
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Analytical valuation of autocallable notes
Guillaume, Tristan - In: International journal of financial engineering 2 (2015) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
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Local risk-minimization for Lévy markets
Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011333451