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ECONIS (ZBW)
140,245
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1
High-accuracy integral equation approach for pricing American options with stochastic volatility
Ma, Jingtang
;
Zhou, Zhiru
- In:
International journal of economics and finance
3
(
2011
)
4
,
pp. 193-201
Persistent link: https://www.econbiz.de/10009311485
Saved in:
2
Fair value and risk profile for presale contracts of condominiums
Choi, Jin
;
Rasmussen, Henning
;
Davison, Matt
- In:
The journal of real estate finance and economics
44
(
2012
)
4
,
pp. 472-504
Persistent link: https://www.econbiz.de/10009581829
Saved in:
3
Values of mortgages with top-up payment options
Lai, Rose Neng
;
Ong, Seow-eng
;
Sing, Tien-foo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
Saved in:
4
Option bounds in discrete time : extensions and the pricing of the American put
Perrakis, Stylianos
- In:
The journal of business : B
59
(
1986
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10001008032
Saved in:
5
The informational content of US listed options on foreign equity securities : the case of Telmex and the peso devaluation
Buttimer, Richard J.
;
Swidler, Steven Mark
- In:
Journal of international financial markets, …
8
(
1998
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10001402087
Saved in:
6
The role of government contracts in discretionary reinsurance markets for natural disasters
Lewis, Christopher M.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 567-597
Persistent link: https://www.econbiz.de/10001335133
Saved in:
7
Callable pass-throughs : exercise behavior
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10001364564
Saved in:
8
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
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9
Implied interest rates
Brenner, Menachem
- In:
The journal of business : B
59
(
1986
)
3
,
pp. 493-507
Persistent link: https://www.econbiz.de/10001012608
Saved in:
10
Good timing : CEO stock option awards and company news announcements
Yermack, David L.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001222447
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