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Pricing of futures options by use of generalised binomial lattice model : an empirical study on the SFE
Bhar, Ramaprasad - In: Xiang gang jing ji xue hui hui kan : annual publ. of … 24 (1996), pp. 41-54
Persistent link: https://www.econbiz.de/10001211581
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Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Chiarella, Carl; Hassan, Nadima el; Kuczera, Adam - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1387-1424
Persistent link: https://www.econbiz.de/10001415373
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Evaluation of American strangles
Chiarella, Carl; Ziogas, Andrew - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 31-62
Persistent link: https://www.econbiz.de/10002590105
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050