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On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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2
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 293-317
Persistent link: https://www.econbiz.de/10011448383
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Pricing multiasset time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh
;
Zhang, Yu-Quan
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
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Continuous rainbow options on commodity outputs : what is the real value of switching facilities?
Dockendorf, Jörg
;
Paxson, Dean A.
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 645-673
Persistent link: https://www.econbiz.de/10010244745
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Making the best of best-of
Guillaume, Tristan
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003829528
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The valuation of forward-start rainbow options
Chen, Chun-Ying
;
Wang, Hsiao-Chuan
;
Wang, Jr-Yan
- In:
Review of derivatives research
18
(
2015
)
2
,
pp. 145-188
Persistent link: https://www.econbiz.de/10011477296
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Rainbow trend options : valuation and applications
Wang, Jr-Yan
;
Wang, Hsiao-Chuan
;
Ko, Yi-Chen
;
Hung, Mao-Wei
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
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8
Vícerozměrný pravděpodobnostní model rozdělení příjmů Českých domácností
Malá, Ivana
- In:
Politická ekonomie : teorie, modelování, aplikace
63
(
2015
)
7
,
pp. 895-908
Persistent link: https://www.econbiz.de/10011420097
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9
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
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10
Multivariate control charts based on the James-Stein estimator
Wang, Hsiuying
;
Huwang, Longcheen
;
Yu, Jeng Hung
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 119-127
Persistent link: https://www.econbiz.de/10011341691
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