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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
NBER working paper series
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529
International journal of theoretical and applied finance
511
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ECONIS (ZBW)
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1
Risk
containment for investors with multivariate utility functions
Kritzman, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 28-44
Persistent link: https://www.econbiz.de/10001242386
Saved in:
2
Correlation, smile, volatility skew, and systematic
risk
sensitivity of tranches
Hamerle, Alfred
;
Igl, Andreas
;
Plank, Kilian
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 9-27
Persistent link: https://www.econbiz.de/10009671109
Saved in:
3
Evaluating forecasts of correlation using option pricing
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
Saved in:
4
Pricing European options on autocorrelated indexes
Jokivuolle, Esa
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001355579
Saved in:
5
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
6
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
7
Option pricing trees
Amin, Kaushik I.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 34-46
Persistent link: https://www.econbiz.de/10001223171
Saved in:
8
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
Saved in:
9
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
10
Low-discrepancy sequences : Monte Carlo simulation of option prices
Galanti, Silvio
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 63-83
Persistent link: https://www.econbiz.de/10001226460
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