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Derivatives markets in Brazil : an overview
Braga, Bruno Saturnino - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10001207621
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Hedging of options in the presence of jump clustering
Hainaut, Donatien; Moraux, Franck - In: The journal of computational finance 22 (2018) 3, pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
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Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall; O'Sullivan, Stephen - In: The journal of computational finance 19 (2016) 4, pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
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Directional trading across stock limit order book and options markets
Wang, Qin - In: The journal of derivatives : the official publication … 24 (2016) 2, pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
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Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de; Kandhai, Drona; Sloot, Peter M. A. - In: The journal of computational finance 21 (2017) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
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Option spread and combination trading
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
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Counterparty credit risk and American options
Klein, Peter; Yang, Jun - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
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Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos; Panz, Sven; Zagst, Rudi - In: The journal of computational finance 24 (2020) 2, pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
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Gradient boosting for quantitative finance
Davis, Jesse; Devos, Laurens; Reyners, Sofie; Schoutens, Wim - In: The journal of computational finance 24 (2021) 4, pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
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Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland
Wallmeier, Martin; Diethelm, Martin - In: The journal of derivatives : the official publication … 17 (2009/10) 2, pp. 59-72
Persistent link: https://www.econbiz.de/10003925809