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Evolution of interest rate models : a comparison
Ho, Thomas S. Y. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
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Executive stock options and concavity of the option price
Boyle, Phelim P.; Scott, William R. - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 72-84
Persistent link: https://www.econbiz.de/10003346508
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On perpetual American strangles
Moraux, Franck - In: The journal of derivatives : the official publication … 16 (2008/09) 4, pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
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Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano; Morini, Massimo - In: The journal of derivatives : the official publication … 14 (2006) 1, pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
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Four things you might not know about the Black-Scholes formula
Poulsen, Rolf - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
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Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel; Pelsser, Antoon André Jean - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
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European option pricing with discrete stochastic dividends
Chance, Don M.; Kumar, Raman; Rich, Don R. - In: The journal of derivatives : the official publication … 9 (2002) 3, pp. 39-45
Persistent link: https://www.econbiz.de/10001708436
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Volatility risk premiums embedded in individual equity options : some new insights
Bakshi, Gurdip S.; Kapadia, Nikunj - In: The journal of derivatives : the official publication … 11 (2003) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
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Valuation of stock option grants under multiple severance risks
Pandher, Gurupdesh S. - In: The journal of derivatives : the official publication … 11 (2003) 2, pp. 25-37
Persistent link: https://www.econbiz.de/10001861536
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Static hedging of timing risk
Carr, Peter; Picron, Jean-Francois - In: The journal of derivatives : the official publication … 6 (1999) 3, pp. 57-70
Persistent link: https://www.econbiz.de/10001432497