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A fundamental approach to corporate bond options
Simozar, Saied - In: International journal of financial engineering 11 (2024) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
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Pricing corporate bonds with interest rates following double square-root process
Lo, Chi-Fai; Hui, Cho H. - In: International journal of financial engineering 3 (2016) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011587738
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Sensitivities under G2++model of the yield curve
Jaffal, H.; Rakotondratsimba, Y.; Yassine, A. - In: International journal of financial engineering 4 (2017) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10011673113
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On a recursive algorithm for pricing discrete barrier options
Llemit, Dennis G. - In: International journal of financial engineering 2 (2015) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10011493320
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Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong - In: International journal of financial engineering 2 (2015) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
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An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng; Wang, Wenfei - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
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New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo; Zhong, Shouming - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
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Local risk-minimization for Lévy markets
Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - In: International journal of financial engineering 2 (2015) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa; Yuan, George; Guo, Shimin; Liu, Jianguo; … - In: International journal of financial engineering 2 (2015) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011403136