Narrow search
Showing 1 - 10 of 12
Cover Image
The price of the smirk : returns to delta and vega neutral portfolios of S&P500 futures options
Caverhill, Andrew; Cheuk, Terry Hon Fu; Dyrting, Sigurd - 2002
Persistent link: https://www.econbiz.de/10001693598
Cover Image
Binomial models for some path-dependent options
Cheuk, Terry Hon Fu; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903428
Cover Image
Average interest rate caps
Cheuk, Terry Hon Fu; Vorst, Ton - 1997
Persistent link: https://www.econbiz.de/10000969007
Cover Image
Complex barrier options
Cheuk, Terry Hon Fu - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
Cover Image
Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
Cover Image
Complex barrier options
Cheuk, Terry Hon Fu; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966919
Cover Image
When is the short rate Markovian?
Carverhill, Andrew - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
Cover Image
Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
Cover Image
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew; Luo, Dan - In: Journal of financial markets 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Cover Image
Exotic Options
Cheuk, Hon Fu - 1996
Persistent link: https://www.econbiz.de/10000609035