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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier - 1998
Persistent link: https://www.econbiz.de/10000997340
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Endogenous exchange rate
Vignola, Luigi - 1998
Persistent link: https://www.econbiz.de/10000679548
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Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders; Løchte Jørgensen, Peter - 1999
Persistent link: https://www.econbiz.de/10001375327
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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J. P.; Prigent, J. L.; Scaillet, O. - 1998
Persistent link: https://www.econbiz.de/10001363446
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The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc - In: Applied financial economics 7 (1997) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
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Estimating borrower mobility from observed prepayments
Harding, John P. - In: Real estate economics : journal of the American Real … 25 (1997) 3, pp. 347-371
Persistent link: https://www.econbiz.de/10001228446
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Valuation of early exercisable interest rate guarantees
Grosen, Anders - In: The journal of risk and insurance : the journal of the … 64 (1997) 3, pp. 481-503
Persistent link: https://www.econbiz.de/10001229768
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Empirical performance of alternative option pricing models
Bakshi, Gurdip S. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
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Biases and sensitivities of the black-scholes option price
Lee, Cheng F. - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 105-116
Persistent link: https://www.econbiz.de/10001202959