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Evaluating the CDF for m weighted sums of n correlated lognormal random variables
Rasmusson, Lars - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706596
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Hedging using simulation: a least squares approach
Tebaldi, Claudio - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005132802
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An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
Noguchi, Tetsuya; Rustem, Berc - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537651
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Merton-style option pricing under regime switching
Driffill, John; Kenc, Turalay; Sola, Martin - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706597
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An algorithm for the quasivariational inequality arising in option pricing with transaction costs I
Noguchi, Tetsuya; Rustem, Berc - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706598
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Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results
Haven, Emmanuel - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706610
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Digital Security Tokens in Network Commerce: Modeling and Derivative Application
Matsuura, Kanta - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706611
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Pricing and hedging options in incomplete markets
Andria, Joseph; Gilli, Manfred - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345484