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The Dothan pricing model revis...
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CAPM
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Computations of Greeks in a market with jumps via the Malliavin calculus
El-Khatib, Youssef
;
Privault, Nicolas
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 161-179
Persistent link: https://www.econbiz.de/10002012446
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2
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
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3
Stratified approximations for the pricing of options on average
Privault, Nicolas
;
Yu, Jiadong
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011603193
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