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The valuation of American barr...
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Sourcing for online marketplaces with demand and price uncertainty
Gaur, Vishal
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Osadchiy, Nikolay
;
Seshadri, Sridhar
; …
- In:
Production and operations management : the flagship …
32
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2023
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10
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132
Lighting up the dark : liquidity in the German corporate bond market
Gündüz, Yalın
;
Pelizzon, Loriana
;
Schneider, Michael
; …
- In:
The journal of fixed income : JFI
33
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2023
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1
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Security design with status concerns
Başak, Suleyman
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Subrahmanyam, Marti G.
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Makarov, Dmitry
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2020
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Credit default swaps around the world
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Conrad, Jennifer S.
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2021
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The COVID-19 shock and equity shortfall : firm-level evidence from Italy
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Pagano, Marco
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2020
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136
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-zhi
;
Subrahmanyam, Marti
- In:
Journal of economic dynamics & control
24
(
2000
)
11
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pp. 1783-1828
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137
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-zhi
;
Subrahmanyam, Marti
- In:
Journal of Economic Dynamics and Control
24
(
2000
)
11-12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10005160804
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138
The term structure of sentiment effect in stock index futures market
Yang, Chunpeng
;
Gao, Bin
- In:
The North American journal of economics and finance : a …
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(
2014
),
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Persistent link: https://www.econbiz.de/10010463519
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139
Pricing discrete barrier options with an adaptive mesh model
Ahn, Dong-Hyun
;
Figlewski, Stephen
;
Gao, Bin
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 33-43
Persistent link: https://www.econbiz.de/10001432450
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140
The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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