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Closed form formulas for exotic options and their lifetime distribution
Douady, Raphae͏̈l - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 17-42
Persistent link: https://www.econbiz.de/10001372087
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Asian options with the American early exercise feature
Wu, Lixin; Kwok, Yue-Kuen; Yu, Hong - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
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Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
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From the implied volatility skew to a robust correction to Black-Scholes American option prices
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 651-675
Persistent link: https://www.econbiz.de/10001600370
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Refining the quadratic approximation formula for an American option
Wong, Woon Kwong; Xu, Kai - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 773-781
Persistent link: https://www.econbiz.de/10001612221
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Pricing barrier options with square root process
Lo, C. F.; Yuen, P. H.; Hui, Cho H. - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 805-818
Persistent link: https://www.econbiz.de/10001612240
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Replication of American contingent claims in incomplete markets
Yong, Jiongmin - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
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Defaultable bonds as Asian options
Buffet, Emmanuel - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 571
Persistent link: https://www.econbiz.de/10001524455
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A continuous-time reexamination of dollar-cost averaging
Milevsky, Moshe Arye; Posner, Steven E. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10001769127
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Valuation and optimal exercise time for the Banxico put option
Fernández, Begoñna Fernández; Barrera, Patricia Saavedra - In: International journal of theoretical and applied finance 6 (2003) 3, pp. 257-275
Persistent link: https://www.econbiz.de/10001769192