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~isPartOf:"International review of financial analysis"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Lai, Van Son"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Option pricing theory
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Benth, Fred Espen
Kim, Young Shin
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International review of financial analysis
International journal of theoretical and applied finance
7
Journal of banking & finance
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Applied mathematical finance
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Finance and stochastics
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Energy economics
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Review of derivatives research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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European finance review : the official journal of the European Finance Association
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IMA journal of management mathematics
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Journal of economic dynamics & control
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Credit insurance and investment : a contingent claims analysis approach
Lai, Van Son
;
Soumaré, Issoufa
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 98-107
Persistent link: https://www.econbiz.de/10008669497
Saved in:
2
The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son
;
Parcollet, Mathieu
;
Lamond, Bernard F.
- In:
International review of financial analysis
33
(
2014
),
pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
Saved in:
3
Synthetizing a debt guarantee : super-replication versus utility approach
Jacques, Sébastien
;
Lai, Van Son
;
Soumaré, Issouf
- In:
International review of financial analysis
20
(
2011
)
1
,
pp. 27-40
Persistent link: https://www.econbiz.de/10009295925
Saved in:
4
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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