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Competing methods for option hedging in the presence of transaction cost
Martellini, Lionel; Priaulet, Philippe - In: The journal of derivatives : the official publication … 9 (2002) 3, pp. 26-38
Persistent link: https://www.econbiz.de/10001708435
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Variance reduction for multivariate Monte Carlo simulation
Wang, Jr-yan - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10003771438
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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
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Default correlation dynamics with business cyle and credit quality changes
Kim, Mi Ae; Kim, Tong Suk - In: The journal of derivatives : the official publication … 13 (2005) 1, pp. 8-27
Persistent link: https://www.econbiz.de/10003159462
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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
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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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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
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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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Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni; Fusari, Nicola; Theal, John - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
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Credit risk model with lagged information
Choi, Jaewon - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 85-93
Persistent link: https://www.econbiz.de/10003795465