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Two-State Option Pricing: Binomial Models Revisited
Jabbour, George M.; Kramin, Marat V.; Young, Stephen D. - In: The journal of futures markets 21 (2001) 11, pp. 987-1002
Persistent link: https://www.econbiz.de/10006830895
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<IT><B>N<-B><-IT>th-to-default swaps: valuation and analysis
Jabbour, George M.; Kramin, Marat V.; Young, Stephen D. - In: Managerial finance 35 (2009) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10008163131
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Option pricing and higher order moments
Young, Stephen D.; Jabbour, George M.; Kramin, Marat V.; … - In: Advances in quantitative analysis of finance and … 10 (2002), pp. 23-39
Persistent link: https://www.econbiz.de/10009924703
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Multinominal lattices and derivatives pricing
Jabbour, George M.; Kramin, Marat V.; Kramin, Timur V.; … - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 1-15
Persistent link: https://www.econbiz.de/10009924728
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Nth-to-default swaps: valuation and analysis
Jabbour, George M.; Kramin, Marat V.; Young, Stephen D. - In: Managerial finance 35 (2008) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10009965938
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Risk drivers in historical simulation : scaled percentage changes versus first differences
Xu, Su; Young, Stephen D. - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 113-121
Persistent link: https://www.econbiz.de/10009895890
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A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models
Kramin, Marat V.; Kramin, Timur V.; Young, Stephen D.; … - In: Review of quantitative finance and accounting 24 (2005) 2, pp. 199
Persistent link: https://www.econbiz.de/10007150350
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Prediction of Future Currency Exchange Rates from Current Currency Futures Prices: The Case of GM and JY
Jabbour, George M. - In: The journal of futures markets 14 (1994) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10006866731
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Hedging Risk on Futures Contracts under Stochastic Interest Rates
Jabbour, George M.; Minor Sachlis, J. - In: The journal of futures markets 13 (1993) 1, pp. 55-60
Persistent link: https://www.econbiz.de/10006869696
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THE PERFORMANCE OF OPTION-BASED DEFAULT RISK MODELS ON COMMERCIAL MORTGAGES: An Empirical Investigation
Liu, Yi-Kang; Jabbour, George M.; Green, Richard K. - In: The journal of fixed income 17 (2007) 2, pp. 63-76
Persistent link: https://www.econbiz.de/10007865202