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Valuation of options on the maximum-minimum of multiple assets, discrete lookback options and equity-indexed annuities
Lin, X. Sheldon - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 95-114
Persistent link: https://www.econbiz.de/10001544326
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Small dimension PDE for discrete Asian options
Benhamou, Eric; Duguet, Alexandre - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
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Robust numerical methods for PDE models of Asian options
Zvan, R.; Forsyth, Peter A.; Vetzal, Kenneth R. - In: The journal of computational finance 1 (1997/1998) 2, pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
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Discrete Asian barrier options
Zvan, R.; Forsyth, Peter A.; Vetzal, Kenneth R. - In: The journal of computational finance 3 (1999) 1, pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
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Pricing discretely monitored barrier options
Sullivan, Michael A. - In: The journal of computational finance 3 (2000) 4, pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
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PDE methods for pricing barrier options
Zvan, R.; Vetzal, Kenneth R.; Forsyth, Peter A. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
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Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua; Rangan, Nanda K. - In: Frontiers of business research in China : selected … 6 (2012) 4, pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
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An analysis of the covered warrants listed on the Athens Exchange
Siriopoulos, Costas; Fassas, Athanasios P. - In: Journal of risk & control 1 (2014) 1, pp. 13-30
Persistent link: https://www.econbiz.de/10010509213
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The valuation of self-funding instalment warrants
Dewynne, Jeff N.; Hassan, Nadima el - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-48
Persistent link: https://www.econbiz.de/10011687010