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Asymptotic analysis for foreign exchange derivatives with stochastic volatility
Cuthbertson, Charles; Pavliotis, Grigorios; Rafailidis, … - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1131-1147
Persistent link: https://www.econbiz.de/10008906191
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Fast valuation of forward-starting basket default swaps
Jackson, Ken; Kreinin, Alex; Zhang, Wanhe - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10008860414
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A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
Albanese, Claudio; Lo, Harry; Tompaidis, Stathis - In: European journal of operational research : EJOR 222 (2012) 2, pp. 361-368
Persistent link: https://www.econbiz.de/10009570404
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Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Albanese, Claudio; Campolieti, Giuseppe - 2006
Persistent link: https://www.econbiz.de/10002383474
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Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Albanese, Claudio; Campolieti, Giuseppe - 2006
Persistent link: https://www.econbiz.de/10004821034