Narrow search
Showing 1 - 10 of 253
Cover Image
Employee stock options : an up-and-out protected barrier call
Anderson, Chris K.; Brisley, Neil - In: Applied mathematical finance 16 (2009) 3/4, pp. 347-352
Persistent link: https://www.econbiz.de/10003916197
Cover Image
Calibration of the SABR model in illiquid markets
West, Graeme - In: Applied mathematical finance 12 (2005) 4, pp. 371-385
Persistent link: https://www.econbiz.de/10003229244
Cover Image
Optimal accelerated share repurchases
Jaimungal, S.; Kinzebulatov, D.; Rubisov, D. H. - In: Applied mathematical finance 24 (2017) 3/4, pp. 216-245
Persistent link: https://www.econbiz.de/10011815227
Cover Image
Markov interest rate models
Hagan, Patrick S.; Woodward, Diana E. - In: Applied mathematical finance 6 (1999) 4, pp. 233-260
Persistent link: https://www.econbiz.de/10001517815
Cover Image
The pricing of risky coupon bonds
Choong, Lilly; McKenzie, George - In: Applied mathematical finance 6 (1999) 4, pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
Cover Image
Various passport options and their valuation
Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul - In: Applied mathematical finance 6 (1999) 4, pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Cover Image
A framework for valuing corporate securities
Ericsson, Jan; Reneby, Joel - In: Applied mathematical finance 5 (1998) 3/4, pp. 143-163
Persistent link: https://www.econbiz.de/10001446799
Cover Image
Option pricing in incomplete discrete markets
Wolczyńska, Grażyna - In: Applied mathematical finance 5 (1998) 3/4, pp. 165-179
Persistent link: https://www.econbiz.de/10001446806
Cover Image
Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle; Portait, Roland - In: Applied mathematical finance 5 (1998) 3/4, pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
Cover Image
Random walk duality and the valuation of discrete lookback options
Aitsahlia, Farid; Lai, Tze Leung - In: Applied mathematical finance 5 (1998) 3/4, pp. 227-240
Persistent link: https://www.econbiz.de/10001446815