Narrow search
Showing 1 - 10 of 108
Cover Image
Mellin transform method for the valuation of the American power put option with non-dividend and dividend yields
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: Journal of mathematical finance 5 (2015) 3, pp. 249-272
Persistent link: https://www.econbiz.de/10011438509
Cover Image
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming; Lai, Tze Leung - In: Journal of mathematical finance 5 (2015) 5, pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Cover Image
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: Journal of mathematical finance 6 (2016) 2, pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
Cover Image
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Cover Image
Improved variance reduced Monte-Carlo simulation of in-the-money options
Müller, Armin - In: Journal of mathematical finance 6 (2016) 3, pp. 361-367
Persistent link: https://www.econbiz.de/10011583475
Cover Image
Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos; Medvegyev, Peter - In: Journal of mathematical finance 6 (2016) 5, pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
Cover Image
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista; Ngare, Philip; Mungatu, Joseph - In: Journal of mathematical finance 6 (2016) 5, pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Cover Image
A general closed form approximation pricing formula for basket and multi-asset spread options
Pellegrino, Tommaso - In: Journal of mathematical finance 6 (2016) 5, pp. 944-974
Persistent link: https://www.econbiz.de/10011658120
Cover Image
Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan; Liang, Zhian - In: Journal of mathematical finance 4 (2014) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
Cover Image
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of mathematical finance 4 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010422891