Narrow search
Showing 1 - 10 of 10
Cover Image
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Cover Image
Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Cover Image
A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan; Yang, Bo - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
Cover Image
Equilibrium asset and option pricing under jump diffusion
Zhang, Jin E.; Zhao, Huimin; Chang, Eric Chieh - In: Mathematical finance : an international journal of … 22 (2012) 3, pp. 538-568
Persistent link: https://www.econbiz.de/10009613181
Cover Image
A generalized partially linear model of asymmetric volatility
Wu, Guojun; Xiao, Zhijie - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Cover Image
Stochastic volatility for Lévy processes
Carr, Peter (contributor) - In: Mathematical finance : an international journal of … 13 (2003) 3, pp. 345-382
Persistent link: https://www.econbiz.de/10001782284
Cover Image
Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O. - In: Mathematical finance : an international journal of … 7 (1997) 4, pp. 413-426
Persistent link: https://www.econbiz.de/10001232775
Cover Image
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Cover Image
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - In: Mathematical finance : an international journal of … 3 (1993) 3, pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
Cover Image
A test of a general equilibrium stock option pricing model
Bossaerts, Peter L. - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 311-347
Persistent link: https://www.econbiz.de/10001185123