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European option pricing with discrete stochastic dividends
Chance, Don M.; Kumar, Raman; Rich, Don R. - In: The journal of derivatives : the official publication … 9 (2002) 3, pp. 39-45
Persistent link: https://www.econbiz.de/10001708436
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Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin; Lee, Jaesung; Mittnik, Stefan; Park, Jiho - In: Journal of econometrics 187 (2015) 2, pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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Asset swaps with Asian-style payoffs
Chance, Don M. - In: The journal of derivatives : the official publication … 3 (1996) 4, pp. 64-77
Persistent link: https://www.econbiz.de/10001202803
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Another look at the Ho-Lee bond option pricing model
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 48-53
Persistent link: https://www.econbiz.de/10011965408