Narrow search
Showing 1 - 10 of 124
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
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang - In: Journal of mathematical finance 4 (2014) 4, pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Cover Image
Closed-form approximate solutions of window barrier options with term-structure volatility and interest rates using the boundary integral method
Hsiao, Yi-long - In: Journal of mathematical finance 2 (2012) 4, pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
Cover Image
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
Cover Image
Adaptive wave models for sophisticated option pricing
Ivancevic, Vladimir G. - In: Journal of mathematical finance 1 (2011) 3, pp. 41-49
Persistent link: https://www.econbiz.de/10009668525
Cover Image
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
Cover Image
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik; Proske, Frank; Rubtsov, Mark - In: Journal of mathematical finance 4 (2014) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Cover Image
Optimal investment strategy for kinked utility maximization : covered call option strategy
Yamashita, Miwaka - In: Journal of mathematical finance 4 (2014) 2, pp. 55-74
Persistent link: https://www.econbiz.de/10010380912
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