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21
Sur les obligations convertibles à clause de remboursement anticipé au gré de l'émetteur
André-Le Pogamp, Florence
;
Moraux, Franck
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001771585
Saved in:
22
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
Saved in:
23
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
Saved in:
24
Pricing general barrier options : a numerical approach using sharp large deviations
Baldi, Paolo
;
Caramellino, Lucia
;
Iovino, Maria Gabriella
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001444185
Saved in:
25
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
-
2009
Persistent link: https://www.econbiz.de/10003924345
Saved in:
26
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
27
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
28
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
29
Value-at-risk models and option portfolios
Brown, Christine
;
Chan, Rosemary
- In:
Economic papers : a journal of applied economics and policy
18
(
1999
)
4
,
pp. 107-122
Persistent link: https://www.econbiz.de/10001440662
Saved in:
30
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:
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