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~isPartOf:"International review of financial analysis"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Option pricing theory
3
Optionspreistheorie
3
Interest rate derivative
2
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1990-1996
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Benth, Fred Espen
Kim, Young Shin
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International review of financial analysis
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
International journal of theoretical and applied finance
7
Journal of banking & finance
6
Applied mathematical finance
5
Finance and stochastics
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Energy economics
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Review of derivatives research
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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When are options overpriced? : The Black-Scholes model and alternative characteristics of the pricing kernel
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001378810
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2
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
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3
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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4
The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
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