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The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N. - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
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An international study of efficiency and risk in money markets
Miles, David - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 389-424
Persistent link: https://www.econbiz.de/10001251047
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Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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An explicit formula for option pricing in discrete incomplete markets
Wolczyńska, Grażyna - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 283-288
Persistent link: https://www.econbiz.de/10001240153
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Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba; Goard, Joanna - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
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Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej; Muchorski, Rafał - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
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Fixing risk neutral risk measures
Stein, Harvey J. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
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Asymptotic approximations for pricing derivatives under mean-reverting processes
Jordan, Richard; Tier, Charles - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-31
Persistent link: https://www.econbiz.de/10011525106
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An implied volatility model determined by credit default swaps
Heider, Pascal - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-21
Persistent link: https://www.econbiz.de/10009685890