Narrow search
Showing 1 - 10 of 24
Cover Image
Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions : (with computational finance in view)
Lyasoff, Andrew - In: Mathematical control theory and finance, (pp. 265-291). 2008
Persistent link: https://www.econbiz.de/10003755614
Cover Image
Another look at the integral of exponential Brownian motion and the pricing of Asian options
Lyasoff, Andrew - In: Finance and stochastics 20 (2016) 4, pp. 1061-1096
Persistent link: https://www.econbiz.de/10011570364
Cover Image
Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000855255
Cover Image
Realignment risk and currency option pricing in target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874291
Cover Image
Realignment risk and currency option pricing in target zones
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000881672
Cover Image
Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000882093
Cover Image
Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
Cover Image
Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
Cover Image
Implied volatility functions : empirical tests
Dumas, Bernard - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Cover Image
Siegel's paradox and the pricing of currency options
Dumas, Bernard - In: Journal of international money and finance 14 (1995) 2, pp. 213-223
Persistent link: https://www.econbiz.de/10001181120