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Is volatility risk priced after all? Some disconfirming evidence
Loudon, Geoffrey; Rai, Alan - In: Applied financial economics 17 (2007) 4-6, pp. 357-368
Persistent link: https://www.econbiz.de/10007726481
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Is volatility risk priced after all? Some disconfirming evidence
Loudon, Geoffrey; Rai, Alan - In: Applied financial economics 17 (2007) 5, pp. 357-368
Persistent link: https://www.econbiz.de/10007615830
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A NEW METHOD OF PRICING LOOKBACK OPTIONS
Buchen, Peter; Konstandatos, Otto - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 245-260
Persistent link: https://www.econbiz.de/10008214494
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 4, pp. 387
Persistent link: https://www.econbiz.de/10008221004
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A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 16 (2009) 6, pp. 497-516
Persistent link: https://www.econbiz.de/10008329416
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 3-4, pp. 387
Persistent link: https://www.econbiz.de/10008098218
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A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Chiarella, Carl; Sklibosios, Christina Nikitopoulos; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-400
Persistent link: https://www.econbiz.de/10008221447
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CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
CHIARELLA, CARL; MAINA, SAMUEL CHEGE; SKLIBOSIOS, … - In: International journal of theoretical and applied finance 16 (2013) 4
Persistent link: https://www.econbiz.de/10010151928