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On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro - In: Journal of mathematical finance 5 (2015) 2, pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
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The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure - In: Journal of mathematical finance 2 (2012) 4, pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
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A skewness-adjusted binomial model for pricing futures options : the importance of the mean and carrying-cost parameters
Johnson, Stafford; Sen, Amit; Balyeat, Brian - In: Journal of mathematical finance 2 (2012) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10009668267
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Dynamics and controllability of financial derivatives : towards stabilization the global financial crisis
Shibli, Murad - In: Journal of mathematical finance 2 (2012) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10009668280
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The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie; Yu, Baoli - In: Journal of mathematical finance 2 (2012) 3, pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
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Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.; Pan, Guanzhong; Shi, Lei - In: Journal of mathematical finance 1 (2011) 2, pp. 28-33
Persistent link: https://www.econbiz.de/10009716642
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A computational approach to financial option pricing using quasi Monte Carlo methods via variance reduction techniques
Mehrdoust, Farshid; Vajargah, Kianoush Fathi - In: Journal of mathematical finance 2 (2012) 2, pp. 195-198
Persistent link: https://www.econbiz.de/10009719240
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On valuing constant maturity swap spread derivatives
Tchuindjo, Léonard - In: Journal of mathematical finance 2 (2012) 2, pp. 189-194
Persistent link: https://www.econbiz.de/10009719245
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Weather derivatives with applications to Canadian data
Sviščuk, Anatolij; Cui, Kaijie - In: Journal of mathematical finance 3 (2013) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10010240221