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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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The role of multivariate skew-student density in the estimation of stock market crashes
Wu, Lei; Meng, Qingbin; Velazquez, Julio C. - In: The European journal of finance 21 (2015) 13/15, pp. 1144-1160
Persistent link: https://www.econbiz.de/10011419786
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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
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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
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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
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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
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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
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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
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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
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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