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Option pricing theory
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A volatility smile-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
-
2019
Persistent link: https://www.econbiz.de/10012167450
Saved in:
2
Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
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3
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
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4
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
5
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
6
Pricing Asian interest rate options with a three-factor HJM model
Barbedo, Claudio Henrique da Silveira
;
Vicente, José …
-
2009
Persistent link: https://www.econbiz.de/10003857105
Saved in:
7
A volatility smile-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
- In:
Annals of finance
17
(
2021
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10012585519
Saved in:
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