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Malliavin calculus in finance
Kohatsu-Higa, Arturo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
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A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
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Australian Asian options
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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Beyond Smith's rule : an optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs
Niño-Mora, José (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540736