Search Results - subject:"Embedded options"

Chang, Chuang-chang; Ho, Hsiao-Wei; Huang, Hongming; … - In: Review of quantitative finance and accounting 62 (2024) 2, pp. 841-864

Persistent link: https://www.econbiz.de/10014503183

Engelmann, Bernd - In: International journal of financial engineering 10 (2023) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10014444472

Liu, Liang-Chih; Dai, Tian-Shyr; Zhou, Lei; Chang, Hao-Han - In: The journal of futures markets 42 (2022) 8, pp. 1597-1638

Persistent link: https://www.econbiz.de/10013288012

Afkhami, Mohamad; Ghoddusi, Hamed - In: Quantitative finance 22 (2022) 4, pp. 725-742

Persistent link: https://www.econbiz.de/10013367855

Almeida, Caio; Pereira, Leonardo - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10011538968

Vlachý, Jan - In: Contemporary economics 10 (2016) 2, pp. 153-162

path dependency of the problem, Monte Carlo is an appropriate and practical tool for analyzing embedded options, incident …

Persistent link: https://www.econbiz.de/10011515817

Hieber, Peter; Natolski, Jan; Werner, Ralf - In: Scandinavian actuarial journal 2019 (2019) 6, pp. 478-507

Persistent link: https://www.econbiz.de/10012194965

Vlachý, Jan - In: Contemporary Economics 10 (2016) 2, pp. 153-162

path dependency of the problem, Monte Carlo is an appropriate and practical tool for analyzing embedded options, incident …

Persistent link: https://www.econbiz.de/10011659882

Zhu, Xiaobai; Hardy, Mary Rosalyn; Saunders, David M. - In: Scandinavian actuarial journal (2018) 9, pp. 823-844

Persistent link: https://www.econbiz.de/10011939749

Lindensjö, Kristoffer - In: Asia-Pacific financial markets 23 (2016) 1, pp. 69-83

Persistent link: https://www.econbiz.de/10011619869

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