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Special issue: Selection of papers from the 4th Conference of the Portuguese Finance Network : 6th - 8th July 2006, Porto

Rocha Armada, Manuel da (contributor) - Conference of the Portuguese Finance Network <4, 2006, … - In: The European journal of finance 15.2009,1/2 (2009)

Persistent link: https://www.econbiz.de/10004952636

What a delta hedge really does : a theoretical and pedagogical note

Howell, Sydney D. - In: The European journal of finance 14 (2008) 1/2, pp. 33-47

Persistent link: https://www.econbiz.de/10003744671

Commodity volatility modelling and option pricing with a potential function approach

Anderluh, J. H. M.; Borovkova, Svetlana - In: The European journal of finance 14 (2008) 1/2, pp. 91-113

Persistent link: https://www.econbiz.de/10003744733

Pricing Parisians and barriers by hitting time simulation

Anderluh, J. H. M. - In: The European journal of finance 14 (2008) 1/2, pp. 137-156

Persistent link: https://www.econbiz.de/10003744737

On the dangers of a simplistic American option simulation valuation method

Areal, Nelson; Rodrigues, Artur - In: The European journal of finance 16 (2010) 3/4, pp. 373-379

Persistent link: https://www.econbiz.de/10003996410

On the numerical evaluation of option prices in jump diffusion processes

Carr, Peter; Mayo, Anita - In: The European journal of finance 13 (2007) 3/4, pp. 353-372

Persistent link: https://www.econbiz.de/10003550397

Skew Brownian motion and pricing European options

Corns, T. R. A.; Satchell, Stephen - In: The European journal of finance 13 (2007) 5/6, pp. 523-544

Persistent link: https://www.econbiz.de/10003570605

A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates

Lindset, Snorre; Lund, Arne-Christian - In: The European journal of finance 13 (2007) 5/6, pp. 545-564

Persistent link: https://www.econbiz.de/10003570611

A generalization of the formulas for options on the maximum or the minimum of several assets

Lindset, Snorre - In: The European journal of finance 12 (2006) 8, pp. 717-730

Persistent link: https://www.econbiz.de/10003396191

Monte Carlo methods for pricing discrete Parisian options

Bernard, Carole; Boyle, Phelim P. - In: The European journal of finance 17 (2011) 3/4, pp. 169-196

Persistent link: https://www.econbiz.de/10009155447

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