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Efficient option valuation usi...
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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USB Cologne (EcoSocSci)
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1
Efficient option valuation using trees
Heath, David C.
;
Herzel, Stefano
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 163-178
Persistent link: https://www.econbiz.de/10008215883
Saved in:
2
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
3
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
4
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
5
Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.
;
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250887
Saved in:
6
Local volatility function models under a benchmark approach
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253940
Saved in:
7
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
8
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
9
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
10
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
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