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Black-Scholes-Modell
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003632920
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Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003632930
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Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong
;
Joshi, Mark S.
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2012
Persistent link: https://www.econbiz.de/10009553205
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Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
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