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Double-sided Parisian option pricing
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10003939511
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A closed form approach to the valuation and hedging of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
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3
Higher-order saddlepoint approximations in the Vasicek portfolio credit loss model
Huang, Xinzheng
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
The journal of computational finance
11
(
2007/08
)
1
,
pp. 93-113
Persistent link: https://www.econbiz.de/10003643434
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