Narrow search
Showing 1 - 10 of 206
Cover Image
An energy market modeling approach for valuing real options
Uhrig-Homburg, Marliese; Unger, Nils - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10011931533
Cover Image
Risk, regimes, and overconfidence
Kritzman, Mark; Lowry, Kenneth; Royen, Anne-Sophie van - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 32-42
Persistent link: https://www.econbiz.de/10001581195
Cover Image
Internal valuation of assets with liquidity risk
Nauta, Bert-Jan - In: The journal of derivatives : the official publication … 24 (2017) 3, pp. 70-83
Persistent link: https://www.econbiz.de/10011687343
Cover Image
Real options in practice : valuing connected gas fields in the North Sea
Wijnbergen, Sweder van; Zhao, Lin - In: The journal of derivatives : the official publication … 23 (2016) 4, pp. 54-73
Persistent link: https://www.econbiz.de/10011687313
Cover Image
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.; Nawalkha, Sanjay K.; Soto, Gloria M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Cover Image
Valuing multiple employee stock options issued by the same company
Dennis, Patrick; Rendleman, Richard J. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
Cover Image
Derivative pricing models with regime switching : a general approach
Edwards, Craig Steven - In: The journal of derivatives : the official publication … 13 (2005) 1, pp. 41-47
Persistent link: https://www.econbiz.de/10003159539
Cover Image
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.; Widdick, Martin; Duck, Peter W.; … - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
Cover Image
Pricing and hedging mandatory convertible bonds
Ammann, Manuel; Seiz, Ralf - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Cover Image
On the pricing of power and other polynomial options
Macovschi, Stefan; Quittard-Pinon, François - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 61-71
Persistent link: https://www.econbiz.de/10003346507