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Pricing Options On Risky Asset...
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1
Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
;
Jarrow, Robert A.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000827111
Saved in:
2
Pricing foreign currency options under stochastic interest rates
Amin, Kaushik I.
- In:
Journal of international money and finance
10
(
1991
)
3
,
pp. 310-329
Persistent link: https://www.econbiz.de/10001110876
Saved in:
3
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
Saved in:
4
On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
Saved in:
5
Convergence of American option values from discrete- to continuous-time financial models
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 289-304
Persistent link: https://www.econbiz.de/10001185091
Saved in:
6
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
Saved in:
7
Sequential development
Amin, Kaushik I.
- In:
Journal of urban economics
34
(
1993
)
2
,
pp. 142-158
Persistent link: https://www.econbiz.de/10001164887
Saved in:
8
Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Amin, Kaushik I.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 333-367
Persistent link: https://www.econbiz.de/10001220589
Saved in:
9
Option pricing trees
Amin, Kaushik I.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 34-46
Persistent link: https://www.econbiz.de/10001223171
Saved in:
10
Index option prices and stock market momentum
Amin, Kaushik I.
;
Coval, Joshua
;
Seyhun, H. Nejat
- In:
The journal of business : B
77
(
2004
)
4
,
pp. 835-873
Persistent link: https://www.econbiz.de/10002618315
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