Narrow search
Showing 1 - 3 of 3
Cover Image
Polynomial upper and lower bounds for financial derivative price functions under regime-switching
Bhim, Louis; Kawai, Reiichiro - In: The journal of computational finance 22 (2018) 2, pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Cover Image
Smooth upper bounds for the price function of American style options
Bhim, Louis; Kawai, Reiichiro - In: International journal of theoretical and applied finance 21 (2018) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10011845920
Cover Image
Moment and polynomial bounds for ruin-related quantities in risk theory
He, Yue; Kawai, Reiichiro - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1255-1271
Persistent link: https://www.econbiz.de/10013363852