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Smooth upper bounds for the price function of American style options
Bhim, Louis; Kawai, Reiichiro - In: International journal of theoretical and applied finance 21 (2018) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10011845920
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Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 283-295
Persistent link: https://www.econbiz.de/10003867401