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Margin trading through hyper timeline
Ng, Siu-Ah - In: International journal of theoretical and applied finance 10 (2007) 5, pp. 801-815
Persistent link: https://www.econbiz.de/10003564644
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Investment timing under regime switching
Elliott, Robert J.; Miao, Hong; Yu, Jin - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 443-463
Persistent link: https://www.econbiz.de/10003879069
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Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin; Leung, Tim - In: International journal of theoretical and applied finance 21 (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
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A fast, stable and accurate numerical method for the black-scholes equation of American options
Ehrhardt, Matthias; Mickens, Ronald Elbert - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 471-501
Persistent link: https://www.econbiz.de/10003759938
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Storage options valuation using multilevel trees and calendar spreads
Manoliu, Mihaela - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 425-464
Persistent link: https://www.econbiz.de/10002108799
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Pricing of the American put under Lévy processes
Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 7 (2004) 3, pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
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The spectral decomposition of the option value
Linetsky, Vadim - In: International journal of theoretical and applied finance 7 (2004) 3, pp. 337-384
Persistent link: https://www.econbiz.de/10002111464
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Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter; Wang, Tai-Ho - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
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Implied volatility trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.; Skiadopoulos, George - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
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Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 185-197
Persistent link: https://www.econbiz.de/10003312719