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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel; Navas, Javier F. - In: Review of derivatives research 6 (2003) 2, pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
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Model risk analysis for risk management and option pricing
Kerkhof, Franciscus Lambertus Johannes - 2003
Persistent link: https://www.econbiz.de/10001861658
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Puttable and extendible bonds: developing interest rate derivatives for emerging markets
Neftci, Salih N.; Santos, André Oliveira - 2003
Persistent link: https://www.econbiz.de/10001872150
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The mathematics of financial modeling and investment management
Focardi, Sergio M.; Fabozzi, Frank J. - 2004
Persistent link: https://www.econbiz.de/10001788054
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Pricing and hedging credit derivatives with copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10001790788
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Managing electricity risk
Barone-Adesi, Giovanni; Gigli, Andrea - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 283-294
Persistent link: https://www.econbiz.de/10001790812
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The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
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The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.; Lee, Sang Bin - 2004
Persistent link: https://www.econbiz.de/10001792333
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Evaluation d'options en présence d'un plusieurs risques de défaut
Augros, Jean-Claude; Djamen, Idriss Tchapda - In: Finance : revue de l'Association Française de Finance 24 (2003) 2, pp. 51-83
Persistent link: https://www.econbiz.de/10001896898
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Correlation risk premia for multi-asset equity options
Fengler, Matthias R. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919088