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~type_genre:"Aufsatz in Zeitschrift"
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LP valuation of exotic America...
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Richards, Donald G.
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ECONIS (ZBW)
47
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1
Pricing American options fitting the smile
Dempster, Michael A. H.
;
Richards, Donald G.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
Saved in:
2
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Saved in:
3
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Saved in:
4
Intelligent financial planning for life
Dempster, Michael A. H.
- In:
Journal / The Capco Institute : journal of financial …
46
(
2017
),
pp. 110-119
Persistent link: https://www.econbiz.de/10012107061
Saved in:
5
Lifecycle goal achievement or portfolio volatility reduction?
Dempster, Michael A. H.
;
Kloppers, Dwayne
;
Medova, Elena A.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011685349
Saved in:
6
Can channel pattern trading be profitably automated?
Dempster, Michael A. H.
;
Jones, Charles M.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 275-301
Persistent link: https://www.econbiz.de/10001704469
Saved in:
7
Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
8
Long-term interest and consol bond valuation
Dempster, Michael A. H.
;
Medova, Elena A.
;
Villaverde, …
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 113-135
Persistent link: https://www.econbiz.de/10008663609
Saved in:
9
Regulating complex derivatives : can the opaque be made transparent?
Dempster, Michael A. H.
;
Medova, Elena A.
;
Roberts, Julian
- In:
Journal of banking regulation
12
(
2011
)
4
,
pp. 308-330
Persistent link: https://www.econbiz.de/10009424125
Saved in:
10
Estimating exponential affine models with correlated measurement errors : applications to fixed income and commodities
Dempster, Michael A. H.
;
Tang, Ke
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 639-652
Persistent link: https://www.econbiz.de/10009159712
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