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A robust hedging algorithm
Howe, M. A. - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
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The pricing of credit risk derivatives
Pierides, Yiannos A. - In: Journal of economic dynamics & control 21 (1997) 10, pp. 1579-1611
Persistent link: https://www.econbiz.de/10001224143
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Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R. - In: Journal of economic dynamics & control 23 (1999) 3, pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P. (contributor) - In: Journal of economic dynamics & control 19 (1995) 3, pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
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A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
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Optimal delta-hedging under transactions costs
Clewlow, Les - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
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Pricing American style securities using simulation
Broadie, Mark - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1323-1352
Persistent link: https://www.econbiz.de/10001222047
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Monte Carlo methods for security pricing
Boyle, Phelim P. - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
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Two-factor convertible bonds valuation using the method of characteristics/finite elements
Barone-Adesi, Giovanni; Bermudez, Ana; Hatgioannides, John - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1801-1831
Persistent link: https://www.econbiz.de/10001755431