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Pricing discretely monitored barrier options by a Markov chain
Duan, Jin-Chuan; Dudley, Evan; Gauthier, Geneviève; … - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 9-31
Persistent link: https://www.econbiz.de/10001781756
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Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan; Wei, Jason - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Cover Image
Pricing Discretely Monitored Barrier Options by a Markov Chain
Duan, Jin-Chuan; Dudley, Evan; Gauthier, Geneviève; … - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 9-32
Persistent link: https://www.econbiz.de/10005934305
Cover Image
Pricing Foreign Currency and Cross-Currency Options Under GARCH
Duan, Jin-Chuan; Wei, Jason Z. - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 51-63
Persistent link: https://www.econbiz.de/10005965388