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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
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1
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
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2
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
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3
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
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4
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
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5
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
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6
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
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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
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8
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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9
Enhanced Monte Carlo estimates for American option prices
Broadie, Mark
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
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10
Monte Carlo estimation of American call options on the maximum of several stocks
Raymar, Steven B.
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001226475
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