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Singular perturbation techniques applied to multiasset option pricing
Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10003882793
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Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun; Chen, Gemai - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
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Do managers value stock options and restricted stock consistent with economic theory?
Hodge, Frank D.; Rajgopal, Shivaram; Shevlin, Terry - In: Contemporary accounting research : a journal of the … 26 (2009) 3, pp. 899-932
Persistent link: https://www.econbiz.de/10003889863
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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin; Brooks, Robert; King, Maxwell L. - In: Journal of econometrics 153 (2009) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10003892641
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Stochastic financial models
Kennedy, Douglas - 2010
Persistent link: https://www.econbiz.de/10003895191
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Konstruktion und Bewertung von Anlagezertifikaten
Ostrowski, Sebastian; Reichling, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 10, pp. 494-499
Persistent link: https://www.econbiz.de/10003897188
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Extending the maturity of a defaulting debt : the longstaff model revisited
Lee, Shyan Yuan; Chung, Yi Fang - In: Review of Pacific Basin financial markets and policies 12 (2009) 1, pp. 125-140
Persistent link: https://www.econbiz.de/10003867415
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Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa; Kabanov, Jurij M. - In: Recent advances in financial engineering : proceedings …, (pp. 1-25). 2009
Persistent link: https://www.econbiz.de/10003871153
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Variance reduction for MC/QMC methods to evaluate option prices
Fouque, Jean-Pierre; Han, Chuan-Hsiang; Lai, Yongzeng - In: Recent advances in financial engineering : proceedings …, (pp. 27-48). 2009
Persistent link: https://www.econbiz.de/10003871156
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Alternative formulas to compute implied standard deviation
Ang, James S.; Jou, Gwoduan David; Lai, Tsong-yue - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10003871567