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1
Valuation of options on the maximum-minimum of multiple assets, discrete lookback options and equity-indexed annuities
Lin, X. Sheldon
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 95-114
Persistent link: https://www.econbiz.de/10001544326
Saved in:
2
Small dimension PDE for discrete Asian options
Benhamou, Eric
;
Duguet, Alexandre
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
Saved in:
3
Robust numerical methods for PDE models of Asian options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
Saved in:
4
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
5
Pricing discretely monitored barrier options
Sullivan, Michael A.
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
Saved in:
6
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
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7
Zur Eignung numerischer Verfahren für die Optionsbewertung : mit einer ausführlichen Einführung in Derivatehandel und -bewertung
Wilkens, Sascha
-
2000
Persistent link: https://www.econbiz.de/10013439215
Saved in:
8
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
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9
An analysis of the covered warrants listed on the Athens Exchange
Siriopoulos, Costas
;
Fassas, Athanasios P.
- In:
Journal of risk & control
1
(
2014
)
1
,
pp. 13-30
Persistent link: https://www.econbiz.de/10010509213
Saved in:
10
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
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