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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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Taking into account extreme events in European option pricing
Idier, Julien; Jardet, Caroline; LeFol, Gaëlle; … - In: Financial stability review : FSR 12 (2008), pp. 39-51
Persistent link: https://www.econbiz.de/10003772089
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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N. - 1999
Persistent link: https://www.econbiz.de/10001375629
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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High-frequency analysis of the carbon market: jumps, causes, and implications
Vicedom, Sebastian - In: Essays in finance : commodity derivatives, volatility …, (pp. 116-153). 2016
Persistent link: https://www.econbiz.de/10011646906
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Recovering objective market expectations from option prices for forecasting and risk assessment
Ivanova, Vesela - 2014
Persistent link: https://www.econbiz.de/10010519334
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CDS pricing and credit rating announcements
Wernig, Thomas - 2017 - 1. Auflage
Persistent link: https://www.econbiz.de/10011712264
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Margin exceedences for European stock index futures using extreme value theory
Cotter, John - In: Journal of banking & finance 25 (2001) 8, pp. 1475-1502
Persistent link: https://www.econbiz.de/10001594010