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Multiple state property options
Paxson, Dean A. - In: The journal of real estate finance and economics 30 (2005) 4, pp. 341-368
Persistent link: https://www.econbiz.de/10002893417
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Option pricing via QUAD : from Black-Scholes-Merton to Heston with jumps
Su, Haozhe; Chen, Ding; Newton, David P. - In: The journal of derivatives : the official publication … 24 (2017) 3, pp. 9-27
Persistent link: https://www.econbiz.de/10011687339
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Multifactor implied volatility functions for HJM models
Kuo, I.-doun; Paxson, Dean A. - In: The journal of futures markets 26 (2006) 8, pp. 809-833
Persistent link: https://www.econbiz.de/10003353665
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Smiling less at LIFFE
Lin, Bing-huei; Chang, Ing-jye; Paxson, Dean A. - In: The journal of futures markets 28 (2008) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10003746339