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Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of futures markets 29 (2009) 8, pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
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Estimating financial risk measures for futures positions : a nonparametric approach
Cotter, John; Dowd, Kevin - In: The journal of futures markets 30 (2010) 7, pp. 689-703
Persistent link: https://www.econbiz.de/10003985045
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Options on normal underlyings with an application to the pricing of survivor swaptions
Dawson, Paul; Dowd, Kevin; Cairns, Andrew J.G.; Blake, David - In: The journal of futures markets 29 (2009) 8, pp. 757-774
Persistent link: https://www.econbiz.de/10008265735
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Valuation of housing index derivatives
Cotter, John; Dowd, Kevin - In: The journal of futures markets 30 (2010) 7, pp. 660-689
Persistent link: https://www.econbiz.de/10008402649