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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407
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An equilibrium apporach to pricing foreign currency options
Sørensen, Carsten - 1994
Persistent link: https://www.econbiz.de/10000893722
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Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721470
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Cross-currency LIBOR market models
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001634329
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Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913
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Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072
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Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders; Løchte Jørgensen, Peter - 1999
Persistent link: https://www.econbiz.de/10001375327
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Missing parameters in option prices
Heston, Steven L. - 1992
Persistent link: https://www.econbiz.de/10000912009
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Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa (contributor); Manera, Matteo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003605624
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The forecasting performance of stock options prices in a thin market
Gemmill, Gordon; Dickins, Paul - 1984
Persistent link: https://www.econbiz.de/10003557534