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A guide to FX options quoting conventions
Reiswich, Dimitri; Wystup, Uwe - In: The journal of derivatives : the official publication … 18 (2010) 2, pp. 58-68
Persistent link: https://www.econbiz.de/10008771850
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Accelerating the calibration of stochastic volatility models
Kilin, Fiodar - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 7-16
Persistent link: https://www.econbiz.de/10008986625
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ACCELERATING THE CALIBRATION OF STOCHASTIC VOLATILITY MODELS
Kilin, Fiodar - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 7-17
Persistent link: https://www.econbiz.de/10008885801
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Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten; Poulsen, Rolf - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
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Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Nalholm, Morten; Poulsen, Rolf - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 46-60
Persistent link: https://www.econbiz.de/10007272796
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Computing Option Price Sensitivities Using Homogeneity and Other Tricks
Reiss, Oliver; Wystup, Uwe - In: The journal of derivatives : the official publication … 9 (2001) 2, pp. 41-53
Persistent link: https://www.econbiz.de/10005945887
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A GUIDE TO FX OPTIONS QUOTING CONVENTIONS
Reiswich, Dimitri; Wystup, Uwe - In: The journal of derivatives : the official publication … 18 (2010) 2, pp. 58-58
Persistent link: https://www.econbiz.de/10008745123