Narrow search
Showing 1 - 10 of 31
Cover Image
The Valuation of Options With Restrictions on Preferences and Distributions
Câmara, Antonio - In: The journal of futures markets 21 (2001) 12, pp. 1091-1118
Persistent link: https://www.econbiz.de/10006830254
Cover Image
A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives
Câmara, Antonio - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 805-820
Persistent link: https://www.econbiz.de/10006556264
Cover Image
Option Prices Sustained by Risk-Preferences
Câmara, Antonio - In: The journal of business : B 78 (2005) 5, pp. 1683-1708
Persistent link: https://www.econbiz.de/10006012926
Cover Image
Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy
Chung, San-Lin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 667-692
Persistent link: https://www.econbiz.de/10006695089
Cover Image
Option Pricing in a Multi-Asset, Complete Market Economy
Chen, Ren-Raw; Chung, San-Lin; Yang, Tyler T. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 649-666
Persistent link: https://www.econbiz.de/10006695090
Cover Image
The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model
Chen, Hsuan-Chi; Chen, David M.; Chung, San-Lin - In: The journal of futures markets 22 (2002) 6, pp. 557-578
Persistent link: https://www.econbiz.de/10006827894
Cover Image
The Binomial Black -- Scholes Model and the Greeks
Chung, San-Lin; Shackleton, Mark - In: The journal of futures markets 22 (2002) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10006829191
Cover Image
Valuation and Hedging of Differential Swaps
Chang, Chuang-Chang; Chung, San-Lin; Yu, Min-Teh - In: The journal of futures markets 22 (2002) 1, pp. 73
Persistent link: https://www.econbiz.de/10006829304
Cover Image
On the errors and comparison of Vega estimation methods
Chung, San-Lin; Shackleton, Mark - In: The journal of futures markets 25 (2005) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10006809999
Cover Image
American Option Valuation under Stochastic Interest Rates
Chung, San-Lin - In: Review of derivatives research 3 (1999) 3, pp. 283
Persistent link: https://www.econbiz.de/10005962191