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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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It only takes a few moments to hedge options
Barletta, Andrea; Santucci de Magistris, Paolo; Sloth, David - In: Journal of economic dynamics & control 100 (2019), pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
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Valuation of mortgage interest deductibility under uncertainty : an option pricing approach
Ghoddusi, Hamed; Afkhami, Mohamad - In: Journal of economic dynamics & control 103 (2019), pp. 102-122
Persistent link: https://www.econbiz.de/10012131078
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A profitable modification to global quadratic hedging
Augustyniak, Maciej; Godin, Frédéric; Simard, Clarence - In: Journal of economic dynamics & control 104 (2019), pp. 111-131
Persistent link: https://www.econbiz.de/10012131108