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Effects of Callable Feature on Early Exercise Policy
Kwok, Yue Kuen; Wu, Lixin - In: Review of derivatives research 4 (2000) 2, pp. 189
Persistent link: https://www.econbiz.de/10005953381
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OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
Dai, Min; Kwok, Yue Kuen; Wu, Lixin - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 383-402
Persistent link: https://www.econbiz.de/10008214627
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Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion
Choi, Jaehyuk; Kim, Kwangmoon; Kwak, Minsuk - In: Applied mathematical finance 16 (2009) 3-4, pp. 261-268
Persistent link: https://www.econbiz.de/10008336487
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Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion
Choi, Jaehyuk; Kim, Kwangmoon; Kwak, Minsuk - In: Applied mathematical finance 16 (2009) 3, pp. 261-268
Persistent link: https://www.econbiz.de/10008269396