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An explicit finite difference approach to the pricing of barrier options
Boyle, Phelim P. - In: Applied mathematical finance 5 (1998) 1, pp. 17-43
Persistent link: https://www.econbiz.de/10001238444
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Calibrating the Black-Derman-Toy model : some theoretical results
Boyle, Phelim P.; Ken Seng Tan; Tian, Weidong - In: Applied mathematical finance 8 (2001) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001625667
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A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 3/4, pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
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Calibrating the Black-Derman-Toy model: some theoretical results
Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong - In: Applied mathematical finance 8 (2001) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10008216766
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An explicit finite difference approach to the pricing of barrier options
Boyle, Phelim P.; Tian, Yisong Sam - In: Applied mathematical finance 5 (1998) 1, pp. 17-44
Persistent link: https://www.econbiz.de/10008218807
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Prices and asymptotics for discrete variance swaps
Bernard, Carole; Cui, Zhenyu - In: Applied mathematical finance 21 (2014) 1/2, pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
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A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 4, pp. 315-330
Persistent link: https://www.econbiz.de/10008314734
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A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 3-4, pp. 315-330
Persistent link: https://www.econbiz.de/10008336483