Similar Search Results

Pricing and hedging barrier options in a hyper-exponential additive model

Jeannin, Marc; Pistorius, Martijn - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 657-681

Persistent link: https://www.econbiz.de/10008904332

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

An analysis of the supply curve for liquidity risk through book data

Blais, Marcel; Protter, Philip E. - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 821-838

Persistent link: https://www.econbiz.de/10008905116

Solving the Asian option PDE using Lie symmetry methods

Caister, Nicolette C.; O'Hara, John G.; Govinder, Keshlan S. - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1265-1277

Persistent link: https://www.econbiz.de/10008906161

Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options

van Haastrecht, Alexander; Pelsser, Antoon André Jean - In: The journal of futures markets 31 (2011) 2, pp. 103-125

Persistent link: https://www.econbiz.de/10008908408

Theoretical and numerical valuation of callable bonds

Xie, Dejun - In: The international journal of business and finance … 3 (2009) 2, pp. 71-82

Persistent link: https://www.econbiz.de/10003955597

Fundamentals of futures and options markets

Hull, John - 2011 - 7. ed., global ed.

Persistent link: https://www.econbiz.de/10003959819

Certainty equivalent, risk premium and asset pricing

Zhang, Zhiqiang - In: Frontiers of business research in China : selected … 4 (2010) 2, pp. 325-339

Persistent link: https://www.econbiz.de/10003993081

Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models

Becker, Martin - In: The journal of computational finance 13 (2009/10) 4, pp. 35-61

Persistent link: https://www.econbiz.de/10003996072

Unifying exotic option closed formulas

Esquível, Manuel L.; Veiga, Carlos; Wystup, Uwe - 2010

This paper aims to unify exotic option closed formulas by generalizing a large class of existing formulas and by setting a framework that allows for further generalizations. The formula presented covers options from the plain vanilla to most, if not all, mountain range exotic options and is...

Persistent link: https://www.econbiz.de/10008649405

A service of the

zbw