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Decomposing and valuing the callable convertible bonds : a new method based on exotic options
Zhou, Qi-yuan (contributor); Wu, Chong-feng (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526045
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Vinzenz Bronzins Optionspreismodelle in theoretischer und historischer Perspektive
Zimmermann, Heinz; Hafner, Wolfgang - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 733-758). 2006
Persistent link: https://www.econbiz.de/10003564473
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Variational methods in derivatives pricing
Feng, Liming; Kovalov, Pavlo; Linetsky, Vadim; … - In: Financial engineering, (pp. 301-342). 2008
Persistent link: https://www.econbiz.de/10003567137
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Total risk minimization using Monte Carlos simulations
Coleman, Thomas F.; Li, Yuying; Patron, Maria-Christina - In: Financial engineering, (pp. 593-635). 2008
Persistent link: https://www.econbiz.de/10003567761
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Liquidity risk and option pricing theory
Jarrow, Robert A.; Protter, Philip E. - In: Financial engineering, (pp. 727-762). 2008
Persistent link: https://www.econbiz.de/10003567782
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A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre; Lund, Arne-Christian - In: The European journal of finance 13 (2007) 5/6, pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
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A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
AitSahlia, Farid; Runnemo, Andreas - In: Journal of risk 10 (2007/08) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10003572533
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Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
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Tools for computational finance
Seydel, Rüdiger - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10003301721
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About the cost of portfolio financing in Black-Scholes call option valuation
Versluis, Cokki - In: Applied financial economics letters 2 (2006) 2, pp. 95-97
Persistent link: https://www.econbiz.de/10003302473