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Beyond duration : measuring interest rate exposure
Cohen, Hugh I. - In: Economic review 78 (1993) 2, pp. 23-31
Persistent link: https://www.econbiz.de/10001145804
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Isolating the wild card option
Cohen, Hugh I. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 155-165
Persistent link: https://www.econbiz.de/10001185053
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Evaluating embedded options
Cohen, Hugh I. - In: Economic review 76 (1991) 6, pp. 9-16
Persistent link: https://www.econbiz.de/10001116751
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The wild card option in T-bond futures is relatively worthless
Cohen, Hugh I. - 1991
Persistent link: https://www.econbiz.de/10000826226
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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Consistency among trading desks
Heath, David; Ku, Hyejin - In: Finance and stochastics 10 (2006) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
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A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344801
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Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.; Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250887
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Local volatility function models under a benchmark approach
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253940