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1
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
2
Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos
;
Medvegyev, Peter
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
Saved in:
3
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
4
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
5
Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
6
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:
7
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
Saved in:
8
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
9
Optimal martingales and American option pricing
Cerrato, Mario
;
Abbasyan, Abdollah
-
2009
Persistent link: https://www.econbiz.de/10003875010
Saved in:
10
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:
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